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Hard-drive-like mounted USB stick doesn’t mount well on VM

Trying to install a full version of Kali Linux on an USB stick (and not a Live version), I followed tips from there.
This was the plan :

  1. Create a new Virtualbox VM
  2. Create a vmdk representing the USB stick using a command close to : VBoxManage internalcommands createrawvmdk -filename "C:UserssysadminDocumentssysadminkalibootkaliboot.vmdk" -rawdisk \.PhysicalDrive1
  3. Add it as a HDD for the VM with a command close to : VBoxManage storageattach kaliboot --storagectl "SATA" --port 0 --device 0 --type hdd --medium C:UserssysadminDocumentssysadminkalibootkaliboot.vmdk
  4. Add a Kali .iso installer as a DVD player on the VM (I juste done it in the VM settings)
  5. Run the VM, boot on the DVD and install Kali on the USB

All seemed to work pretty well but, when the VM booted on the kali installer, it said “mount: mounting /dev/sda on /media failed: Invalid argument” and “unmount: can’t unmount /media: Invalid argument” (and then the same errors for sda1 and sda2).
I tried keeping on anyway as it didn’t stop the execution, I followed the first steps of the installation of Kali. And then, when it began to create the partitions for Kali (a swap and an ext4 as main), the VM froze with a VirtualBox VERR_IO_NOT_READY error. That is probably linked to the first errors I get.

I know it’s a pretty specific situation, but I do not have a lot of experience for systems&co so I was wondering if someone could have an idea of the problem. I tried random things but it seems that I don’t really understand the problem so it doesn’t work.
I don’t think hardware and OS are the problems but in case it can be useful I’m running my host on Windows 7 64 bits.

Thanks a lot.