There are likely a number of apps that will also do so, however I use Pocketbook Reader app for reading ebooks and that reads books from OTG connected USB storage, including pdf and epub (Android 9 OS on OTG capable devices). Pocketbook is available from the Google Play Store free, no ads.
I suspect that the popular Moon+ Reader app will too, although I sometimes use it I haven't tried it with OTG. Again, in the Play Store, free with ads, and paid version.
For a PDF only reading app Xodo reads off OTG storage for me (available in the Play Store, free, no ads).
On OTG capable devices I would expect that most File Managers will copy from OTG storage to the device's internal storage (certainly the ones I have used do).
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