Hey I downloaded Dc universe onto my usb I never downloaded a game to a usb but if you want Ii can give you a link to download it from me but I don't know how the licensing works with this. But just let me know
You might find this useful for PS1: http://non-standard.com/ols/STAND_CPx_ver107.zip
Seems to allow connecting to PS1 games through ps1net_emu.self, setting breakpoints and whatever else. It's likely possible to do the same with ps2net_emu with the proper knowledge, I think they both come from the latest rebug version with the cobra plugin.
I don't know why it didn't even occur to me, but the dudes working on Pcsx2, the PS2 emulator. They just had an update a month ago with a debugger and other stuff added for breakpoints and whatever else. They are still active and likely have very useful knowledge if you hop on their forums.