I have successfully synced my music and playlists from MM to my Lumia 950 with Windows Phone 10, onto my 64gb sd card. It did not sync all songs in one go, it first synced a chunk, then displayed an error for the rest, I re-synced and then it synced another chunk, etc. It took 3 syncs for approximately 3k songs.
My only problem now, which I have posted in a separate thread, is that I can't get it to sync m3u playlists, the playlists it does sync are pla, which are not read by any app in WP. I have moved around the playlist sync options and haven't been able to sync m3u. If anyone has ideas, please refer to this thread:
viewtopic.php?f=12&t=84971