That sounds like a terrible plan.
We dont know the territory of the campanian plain. We know the territory of the Oscans even less. You want to send our Kleos Exoria into unscouted territory on the far side of Italia and have them wander around hoping they run into villages and towns where the food is in a place that they can actually get to? You also want to hope that they are not pinned in a valley or canyon where the only way out for them is through the army that just bottled them up and is now advancing on their rear.
You don't know where the towns and villages are located, you don't know how and where they keep their food supplies, you don't know if the food supplies is in a form that can actually be used by the cavalry, you don't know the terrain and where the passes are or where an Oscan force can get behind us and trap us. You have no way of actually getting the cavalry back once you send them off because you would need them to return to a pickup point at a specific time and place. You would also need them to not be chased around by an army at that point so that we actually have time to load the horses and men onto our ships and not be swarmed by people on the beach.
We know Campania via Kymai and the other Greeks who live there, and can get better information over the course of the year we spend sorting out the Dauni. Samnium we don't know as well, but between the Dauni and Peuketii we should at least be able to get a basic idea of the terrain, and that's assuming we don't send in any scouts ahead of the expedition; Dauni "fleeing the Eretrian takeover" would be a good way to slip a few spies into Samnium who can get the lay of the land for us.
The food is going to be in one of three places: in the fields and orchards, in the flocks and herds, and in the towns. The first two are what we're targeting; the last we only go for if the towns either have no walls or can be taken by coup de main before the gates are shut, and if we'd have to siege them down we just bypass them and move on. Our horses, meanwhile, can graze locally, since we're not staying in any one spot for an extended period; if the foraging goes particularly well, we can supplement that with grain and produce taken from the Samnites.
Furthermore, since these are cavalry we're talking about, we can maneuver freely around pretty much anything that shows up and keep going. Ambushes are much harder to blunder into when your entire force is effectively composed of scouts and you can simply wheel around and leave if you see enemies that you can't beat without excessive losses or that form obvious bait for a trap.
Towns and villages can be located partly by sending in scouts before the actual campaign, and partly by following local water sources. Given that the Samnites are currently sending their youth off to invade the neighbors rather than setting down new villages in their own territory, however, I expect that most if not all of the decent agricultural land in Samnium is already in use and therefore there aren't going to be many true wild lands left in any place that isn't too rugged for cavalry; I therefore don't see it as likely that we'll end up wandering around lost in the wilderness until we starve.
Also, we'd be bringing along more than just the Kleos Exoria. This isn't a "fifty guys against all of Samnium" plan, this is a "let's gather up our cavalry, the cavalry of our allies, and as many Italiote cavalry as want to come and go on a good old-fashioned chevauchee" plan.
And as far as where we go to pick them up? Kymai. If that isn't viable on account of the city having fallen, the cavalry can just head south roughly parallel to the coast until they reach Hyele, continuing to maraud until they reach Greek territory. At that point we can pick them up pretty much wherever.
So while it's not the most simple plan, I think you're vastly overstating the actual risk to us. This isn't actually the Second Samnite War and we're not the Romans being lured into the Caudine Forks by a putative immediate threat to a local ally we don't have. It's a large-scale raid intended to disrupt the siege of Kymai for long enough to finish evacuating the city. We show up in a place, we loot it of everything that won't take a siege or a hard fight to grab, we move on; lather, rinse, repeat until we're in Campania and we can start augmenting this with deliberately picking off any Oscan detachments small enough and isolated enough that we can smash them with minimal effort and be gone before help arrives. And if this forces the Oscans to concentrate their forces it makes our job easier, because that means they'll have even more trouble keeping themselves fed, they won't be able to maintain as thorough a siege, and our raiders will have an easier time avoiding any attempts to catch them.
I think Pharos is just better placed for long term growth, while Issas is limited by the aerable land on the island. Issas is also in less danger from local Liburni.
Pharos has better potential to grow as a city.
Pharos's usefulness will be superseded the instant we colonize Salona, which is a) a better harbor and b) will have a much easier time connecting to inland trade routes by virtue of being on the mainland. Issa will remain useful until it becomes possible to cross the Adriatic in a single day, which is centuries into the future of the quest.