For the artist thing, it's like this. If you see 'sync complete' on your device, that means the media is there but it still hasn't finished caching the artist information. When you see 'done' that means that it has cached all that it needs to. If you still feel that there should be more and you're near a Wi-Fi hotspot, you can connect via Wi-Fi and the Zune HD will collect information from the Wi-Fi marketplace.
Did you remove it from the USB cable when it was on 'sync complete' or 'done'?
Marques Lyons (tromboneforhire)
Zune MVP
Contributor, http://www.insidethecircle.net