What causes chmod to not work on an ssh file in OSX? I am trying to mount private keys from USB stick. OSx does not allow me to change their permissions, why? How can I change them? In other words, how can I add private keys from random USB stick to ssh-agent?
I'll bet your USB stick is formatted as FAT, FAT32 or NTFS. OS X's Unix-style permissions are not compatible with FAT and FAT32 filesystems. Additionally, by default, OS X cannot write to NTFS volumes. Make sure the USB stick is formatted as HFS+.

And finally, the file containing the SSH private key must have permissions set to 600 and the folder containing the file must have permissions set to 700