If I can paraphrase, you want to own the ebooks you paid for, which includes having a permanent accessible backup copy on storage you control, and being able to read any ebook file you own on any device you own. A lot of us have that same basic need, so you're in the right place.
Bringing it to the specifics in your post, two thoughts. Get
Calibre and learn to use it, and as JPS says, that includes the DRM plugins for the file formats you ask about, most of which are created by Alf but will install with Calibre. Calibre has good docs and you can also get help here in the Calibre forum. As for which device, if you really want to stick with the Voyage, then getting Calibre solves your problem. Convert your epubs to azw3 or mobi format, and you're good. If you're not 100% sure about the Voyage, research Kobo e-ink readers which can handle epub, mobi, and other file formats.