It might be just me, but I barely heard any difference between the two modes. Then again, I'm not a super analytical listener, I just press play and enjoy the music.
Yes, it comes with that. it's a big blue USB female to USB male.
Mojo seems to be slightly warmer, but just slightly. Staging on the Mojo isn't as good as the iDSD from memory, but it retains a lot of detail. I think they sound quite similar. The Mojo, however, suffers from being a tad bit noisier than the iDSD nano BL, which had a black background with several iems I tried. Overall, the iDSD is about a third of the price of a Mojo at MSRP, so I'd go with the ifi instead of the Chord.