In that case I would strongly recommend just doing a bunch of a dozen files and confirming that you are happy with the way things are working before committing to doing all 10,000.
If you end up converting the audio format then it will take a fair amount of time (many, many hours) to convert 10,000 audio files.
FAT is generally good for interchange. FAT is horrible and basically obsolete and even somewhat encumbered but it is widely supported and simple. It works on everything - cars, TVs, digital cameras, computers.
The downside of using FAT as compared with HFS+ is that you will almost certainly lose some file system metadata if you use FAT. However you may well lose that anyway once you copy off the external drive (with whatever file system) onto the native Linux file system on the laptop (presumably ext4). (File system metadata includes things like file ownership, file access, file permissions, creation / modification / access dates/times. Maybe it won’t matter to you.)
Hence, again, test your process out with a dozen audio files before committing to doing 10,000.
Get back to us in December … seems a long time to wait but there you go …