@Gilgeam - I keep the extra format files elsewhere, with a link thereto in a long text custom column. In my case, the elsewhere is an Evernote note, so the link references that. Evernote notes have a unique URI which can be copied and used in other applications - such as in calibre long text columns, and the Author Link field. Onenote has a similar feature.
Some users put the extra format file(s) into a compressed archive and store that in the same book. Whilst a book folder can only contain one file of any type, a compressed archive can contain any number of files irrespective of type. I used this approach for a while, using .7Z as the archive format.
BR
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