Supersymmetric models with radiatively-driven electroweak naturalness require a light higgsino of mass ∼ 100 − 300 GeV. Naturalness in the QCD sector is invoked via the Peccei-Quinn (PQ) axion leading to mixed axion-higgsino dark matter. The SUSY DFSZ axion model provides a solution to the SUSY µ problem and the Little Hierarchy µ << m3/2 may emerge as a consequence of a mismatch between PQ and hidden sector mass scales. The traditional gravitino problem is now augmented by the axino and saxion problems, since these latter particles can also contribute to overproduction of WIMPs or dark radiation, or violation of BBN constraints. We compute regions of the TR vs. m3/2 plane al lowed by BBN, dark matter and dark radiation constraints for various PQ scale choices fa. These regions are compared to the values needed for thermal lepto genesis, non-thermal leptogenesis, oscillating sneutrino leptogenesis and Affleck Dine leptogenesis. The latter three are allowed in wide regions of parameter space for PQ scale fa ∼ 1010 −1012 GeV which is also favored by naturalness: fa ∼sqrt(µMP/λµ) ∼ 1010 −1012 GeV. These fa values correspond to axion masses somewhat above the projected ADMX search regions. AD baryogenesis can gen erate appropriate baryon asymmetry and dark matter, while AD baryogenesis without R-parity in SUSY DFSZ model can also avoid the problem of overpro duction of dark matter.