Word backup files are always saved to the same folder as the original file. If you want to save the same file to two locations, take a look at http://www.gmayor.com/SaveInTwoPlacesAddIn.htm.

Note, however, that you should never save to removable media from Word. It frequently leads to document corruption. What you can do is manually copy documents to removable media for the purpose of, say, moving them between computers.

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional