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You should show use the apps permissions. click on the app. do command + i do it on a few apps and see what is different from an app that doesn't load and one that does. Are you sure this app is meant to be used my multiple users.
MajorFighter: There are a bunch of administrator tools to do what you describe. For an ordinary user like myself, I use carbon copy cloner. You can clone your startup drive to the external drive. You could make of a reference drive which you can them clone to any drive you want.
Your thinking of the standard user install methods. There are a bunch of administrative tools to do installs. You can install all the Linux/Unix of the OSs you mention on an external drive without rebooting. See clonzilla for instance: clonezilla.org/downloads.php Now, if you want to run the OS on the external drive, you need to reboot.
This happens to me. I find it best to power off your computer and all accessories. I have all l my devices connected to two power strips. I power off both power strips.
hold down the option/alt key then power up the machine. This will get into then startup manager. You can the pick what device to boot from. If you get into the startup manager, the machine doesn't have a firmware (boot) password set. Any other way of booting will get you to the default boot device. See Gordon's solution for changing the admin password. You not booting into your usb based os. Your booting to the default os, hence your being ask for the password to your default os.