Rekordbox + xdj rx2 // Video.mp4, mp3

Hi everybody, I'm coming from Serato and I would like to switch to Rekordbox and also buy XDJ-RX2.
I'm a little bit confused and I'm trying to understand how things work while I play at home with Rekordbox. Maybe somebody can help me.
My library's 90% mp4 videos as I take my music from a Dj pool that uses videos, so when I'm in a club with a screen/projector I can mix audio and video.
The idea is to use the laptop with Rekordbox when I'm in a place with "video ability" and use USB sticks (standalone) when I'm in other places without screens/projectors (so I don't need to bring my laptop).
My problems right now are:
- In Rekordbox I cannot create a playlist with videos. Am I missing something?
- I saw that XDJ-RX2 does not play mp4. So I need to have 2 separate libraries??? Like a laptop with mp4 and a computer to create USB sticks with all the mp4 converted? So I need to remake all the cue points, analysis 2 times?
I'm confused...
If somebody has some experience with that please share your advice.