I did not try out usb drive, but I think there might be
some issue with lvm.
Would it load with:
#!/bin/sh
#
# PROVIDE: dm
# BEFORE: securelevel
name="dm"
rcvar=$name
command="/sbin/modload dm"
load_rc_config $name
run_rc_command "$1"
all in /etc/rc.d? File should be named "dm" or alike.
Best regards
Zoran