Transfering Music Between PC and Mac

I have a main home computer, a PC running windows 7 professional, and I have a new Macbook Air. I want to save space on my Air by using an external HDD, but I am having issues getting everything to transfer to my Mac.

One issue I am currently experiencing is that when ever I try to export my playlists, it only exports one playlist called "Music" and it contains about 10 songs of my current library of over 2500 songs. I found a complicated video online on how to transfer an individual playlist, but I have 50+ playlists, and this would take hours.

Another problem I have is that every time I add a song to my main computer (Not purchased through iTunes, I have 1,000s of CDs), I have to find that one song/album on the HDD, transfer it to the external HDD, and then in iTunes on my Macbook Air I have to find that song again and add it to the library individually.

Is there any way to use iCloud or something else to help ease these problems?

Thank you very much in advance for all answers.