I just purchased a 128GB 3.0 USB and am wanting to turn it into a Live Kali. I am hoping to make 3.5GB for Kali, 34.5GB for persistent data, and 90GB for a normal external drive. I partitioned my drive into those three parts, the drive uses GUID, the 3.5 and 34.5 are MSDOS and the 90 is OS X Journaled. If I use "Mac Linux USB Loader" I am able to get it working however I am having a hard time getting persistent working with it. So I am hoping to make it work natively, without the loader, so that I can use the instructions given by Kali in order to make the persistent drive work.

This is where I run into issues. I have tried close to 10 times now and no matter what, when I make the drive using dd in terminal the USB does not show up in the boot menu. The steps I go through are:
1. Format Drive (as explained above)
2. Unmount Kali partition
3. Run
Code:
sudo dd if=kali-linux-2016.1-amd64.iso of=/dev/disk2s3 bs=1m
4. Wait until it completes
5. Reboot holding option
6. Only shows Macintosh HD

I know it's not the Mac since it works with the "Mac Linux USB Loader", it also has an EFI partition that get's created. It does not show up as a startup disk in recovery, nor while holding option. Any other ideas on what will make this work? Thank you for your time and I hope to hear back from you shortly.