I would not recommend running anything mission critical (especially a backup system) of a USB stick, not even if the data is on a secure storage. USB sticks commonly use the worst flash storage you can find nowadays.
In my experience USB mass storage is often... not nearly as reliable as wanted.
Do not use a "classic" USB-stick but use (at least) a SSD in an USB-->SATA Adapter or a NVMe in an USB-->NVMe Adapter. (If you need to use a normal stick please avoid ZFS!)
I have run a server at home (PVE, not PBS - but that shouldn't matter) with TWO of them mirrored a while ago. And yes, the ZFS "magic" regarding self-healing / scrubbing / replacing a drive did its job more than once.
For me USB had produced several problems in the past...