You really aren't going to find external storage that isn't one of these classes of thing:
1. USB flash/jump/thumb drive or related SD family
2. Optical media - CD/DVD
3. External hard disc drive.
4. External solid state drive.
5. Cloud based backup storage.
Your original message points out one mistake that you made that you're learning about the hard way: keeping only a single copy of any given file or set of files that's precious to you on a single physical device. Any device is subject to destruction, which is why backups should be just that: backups. These are full copies of materials that you also have stored somewhere else.
I keep all my stuff backed up on a Toshiba Canvio external hard drive that's been humming along for years being used as the backup drive for four different computers. There is some stuff stored on it as single location, but none of that is in the precious category and the backups for my computers are full including system images and separate user data backups since you don't tend to take system images frequently and there will virtually always be new data files created between an image being taken and a failure that would require recovery from a system image.
What determines what backup media you use is a combination of how much needs to be backed up and whether that can be done on a single device (as splitting stuff across thumb drives, CDs, etc., is both tedious and loss prone) and whether you need or want the added insurance of the backup itself being off-site in the case of something like a fire or flood. For myself, I do not feel the need for off-site backup storage of my computers and while I'd hate losing everything to a flood or fire the probability of either is quite low and all the data being backed up is mine. Its loss would not have a negative impact on others. If you "feel like I'd die" if you were to lose what you're backing up then, in this day and age, looking into cloud-based backup storage makes the most sense. You have your backups off-site and being stored in professional data centers that themselves do their own off-site backups in case of disaster.
You are also far better off using backup software to take backups rather than manually doing copy and paste. It is very easy to miss things doing them by hand while backup software snags pretty much everything should you ever need to get it back.
I quite like File History on Windows 10 as my data file backup mechanism. I was taking full system image backups using the Windows built-in utility but have since switched to Macrium Reflect free version for home users.