I found an auction for Theatrythm that has just the HDD and dongle, is that worth getting or should I wait and try to get the X3 with it?
Drives are paired to the motherboard IIRC, so you'll need the trio of drive/motherboard/dongle to come from the same set.
There are some means to circumvent this, but most are not public, and I don't believe anyone's bothered with Theatrhythm.
If you have literally nothing, my advice is to wait until you see a parted cab. They come up fairly often (at least every 2-3 months) on YAJ as a set. Monitor, IO, card reader, X3 with drive and dongle, and sometimes the panel. It will save you a lot of work.