[itsme]

Using a setlist from a different program would need the correct song names as they are used in MSP and need the according files.
This is why the .msf files created by MSP's "Share" feature contain all the song files.
Reusing setlists works fine if you copy and rename an existing setlist and change the copy as you like. I do this all the time.
Providing a list of the songs in a setlist can be done with "Generate Songlist". This function can be found in the 'hamburger' menu when you longpress a setlist. The songlist format is configured in MSP settings. You can edit it also to create a valid CSV file.
@Mike: new keywords for adding filename and path to the setlist format would make sense in some cases.
And "Generate Songlist" would also make sense for albums and collections. It would avoid the need of creating a (temporary) setlist before