You’ve asked several entwined questions. Some of these answers may make sense to you, if they don’t, ask for more detailed responses. 
 

1. Sonos , at Apple’s requirement, can’t play music stored on an iPhone. It requires a local library for Sonos to be stored on a NAS, or computer’s Hard Drive. However, if you have Sonos devices that are AirPlay 2 capable, you can send an AirPlay 2 signal to that Sonos device, and then group it, using the Sonos software, with any of your other Sonos speakers.
2. As above, if you want to use a thumb drive, it needs to be recognizable on your network, either as a drive on your computer, or as an NAS drive. There are some routers that have NAS software installed, and can recognize a thumb drive and treat it as an NAS. But not all routers have this capability. 
    
3. Sonos can use its own playlists, or import playlists from another source, including streaming companies.. I use both iTunes playlists, as well as Sonos playlists, both in the Sonos controller.
    
4. The Amp is designed to drive a pair of third party speakers. It also has an HDMI, and an analog, input. If you desire to just have a line in for a device, be it another amplifier with a line out, or a turntable, or any other device with a line level output, you’d likely want to get a Sonos Port, unless you need to drive another set of non-Sonos speakers.
5. Once a line in (available on an Amp, Port, Five, and the Era devices) is in the Sonos ecosystem, it can be directed to play on any ‘room’ in the Sonos system. 
    
6. An analog line in to a Sonos device will always delay the signal by 75ms, in order to buffer the signal so it can be streamed to any Sonos ‘room’. There is no way around this.