Wich Firmware do you have on the CDJ's?
Try to update Your firmware to the latest 1.30
USB memory device detection time(time between insertion of the USB memory device until tracks can be selected)
Possibility to use a USB hub (USB 2.0-compatible)
Improved when using your CDJ-400 connected to a PC application (Pioneer DJS, Serato Scratch LIVE, etc.).
So speed is improved but most important the support for use of a USB hub is supported. Connect you 2
CDJ-400's with a USB hub to one USB Hard Drive. You'll only need 1 Hard Drive to acces all tracks with both CDJ's