The evolution from motion capture and teleoperation to robot skill learning has emerged as a hotspot and critical pathway for advancing embodied intelligence. However, existing systems still face a persistent gap in simultaneously achieving four objectives: accurate tracking of full upper limb movements over extended durations (Accuracy), ergonomic adaptation to human biomechanics (Comfort), versatile data collection (e.g., force data) and compatibility with humanoid robots (Versatility), and lightweight design for outdoor daily use (Convenience). We present a wearable exoskeleton system, incorporating user-friendly immersive teleoperation and multi-modal sensing collection to bridge this gap. Due to the features of a novel shoulder mechanism with synchronized linkage and timing belt transmission, this system can adapt well to compound shoulder movements and replicate 100% coverage of natural upper limb motion ranges. Weighing 5.2 kg, NuExo supports backpack-type use and can be conveniently applied in daily outdoor scenarios. Furthermore, we develop a unified intuitive teleoperation framework and a comprehensive data collection system integrating multi-modal sensing for various humanoid robots. Experiments across distinct humanoid platforms and different users validate our exoskeleton's superiority in motion range and flexibility, while confirming its stability in data collection and teleoperation accuracy in dynamic scenarios.