And is it possible to insert/append a track while playing another playlist (like it is with the Empeg ?) It's probably possible, but I haven't found out how to do it yet

Here is the response Rob gave when I asked how to do it.

Go to Now Playing view (press the stick), use the wheel to scroll to the position at which you want to insert, press the wheel, utilise the menu that appears.

Did you try to find it in the manual I couldn't find it in there.