I have no trouble with USB sticks or Compact Flash cards for my Camera so can't see any problem with Embroidery designs and scanners.
Worst that could happen is they look at them to make sure they are nothing bad.
The only problem I can see is if you lose them when opening your laptop case. The scanners do nothing to them.
Never had a problem, sometimes does not go through scanners, they just look at them., however back up is wise just in case. Sandra.
I have not had a problem going through airport security with my USB sticks...just send them through in my laptop case with my carry-on items..One thing I would suggest is to have a complete back up left at home of everything on your sticks...just in case you lose one or it gets damaged while traveling...