This item? https://www.amazon.com/SanDisk-Cruzer-Low-Profile-Drive-SDCZ33-064G-B35/dp/B00FJRS6QY

So I'd just need the PS Classic, that sandisk drive, and anything else?

Only phones with Android 5.0 Lollipop officially support outputting audio through USB, and I have my doubts that that your stereo could receive that.

Otherwise, connecting an android phone via USB will only allow you to play music stored on the phone, and only if the head unit accepts the MTP (Media Transfer Protocol,) which is what all Android phones use since version 4.x (Ice Cream Sandwich.)

Older android phones show up as Mass Storage Devices, which your head unit almost certainly supports, but this is no more useful that just plugging in a super small flash drive into that USB slot, like this one or this.