Any eReader that provides (i) a (micro-)SD slot & (ii) a hierarchical (usually directory-based) file management system should fit your requirements.
I know from personal experience that both Pocketbook and Onyx provides for this, but would suspect that many other brands do so as well. You can look them up on the
E-book Reader Matrix under the headings 'Expansion slot' and (I think) 'Folder navigation'.