No diff between FAT/FAT32 re no raw folder or raw files. There was no chdk splash screen when I turned camera "ON" although there was the usual splash screen when chdk was loaded (firmware update) and all the menus were avail in alt.
As I explained before, loading with "firm update" only runs CHDK once, it does not permanently enable CHDK on your camera.
If you do not see the CHDK splash screen, CHDK is not running at all, so no CHDK features will be available. If you switched to record mode after doing firm update, you will presumably be able to shoot raw until you power the camera off. If this is not the case, then you have some other problem.
If you want CHDK to start automatically, you need to make the card bootable. For your camera, this requires
1) Card formatted FAT16. IIRC, under windows, formatting a 4gb card FAT16 requires using the command line and specifying a 64k sector size.
2) Card lock set
3) Canon proprietary boot flag be set, for example using the CHDK "make card bootable" option or the Stick tool.
None of this should have anything to do with using USB3 or what you did with the OS on your PC.
edit:
Stick should handle #1 as well.