Black Hole
May contain traces of nut
That cable is a bit penny-pinching. It claims to provide 12V to a HDD, but I can't see where that 12V comes from - there is only 5V available on a USB port. That may be OK for a 5V-only HDD, but that's not the case for the one that came out of your HDR-FOX!
As a useful tool for the future, buy a USB-SATA+PATA adapter that includes an external power brick (maybe the PATA interface isn't so important any more, unless you have a few PATA HDDs knocking about - like me).
Regarding formatting: just stuff the new HDD into the 'FOX and use the CF to format it (unless it is 2TB or less, in which case let the standard Humax tools format it). See the large drives blog in the wiki for instructions: https://wiki.hummy.tv/wiki/Very_Large_Hard_Drive
As a useful tool for the future, buy a USB-SATA+PATA adapter that includes an external power brick (maybe the PATA interface isn't so important any more, unless you have a few PATA HDDs knocking about - like me).
Regarding formatting: just stuff the new HDD into the 'FOX and use the CF to format it (unless it is 2TB or less, in which case let the standard Humax tools format it). See the large drives blog in the wiki for instructions: https://wiki.hummy.tv/wiki/Very_Large_Hard_Drive