Two Draytek routers, 2860 and a 2820 connected together via a VPN.

The 2860 can have a USB disk added for file sharing typically as a mapped drive.

Q: Is there a maximum disk size?
Q: Could I use a USB external hard drive?
Q: If so I'm assuming that it would be a much better idea to use a USB external hard drive that has its own power, if they are still available!

Q: With it plugged into the 2860 can I access the USB disk as a mapped drive from a laptop connected to the 2820 via the VPN?

Has any body experienced the use of a USB Disk in this manor and experienced any issues at all?

This one's probably not possible, in the 2860 router it's possible to give the disk your own IP address of choice but not in the 2820 router.

Q: Is it possible to (Somehow) get the syslog created by the 2820 to write the disk on the 2860 via the VPN?

Q: If I replace the 2820 with a 2860 could this be possible? Writing the syslog from one router to the USB disk on the other router via the VPN

I think it's FAT32 only and really only for lightweight usage; it's not a full function NAS.
If you did use a hards drive, it would have to have its own power; the router's USB port won't power it.