I personally do not ever recommend flash drives as a backup medium.
They are not reliable. They have a life span and do go bad.
External Hard Drives are always highly preferred.
However,,, what application are you trying to use to run a back up?
If you are using Windows Back up, it may not like backing up to a Flash Drive,
They are seen as Removable Media. I am not completely familiar with Windows Backup so can not say for sure.
But if that is the case, then the flash drive may not work. Or it may be too small?
The other option is drag and drop