SD Cards or thumb drives are often FAT32 or ExFAT. You are best with the native file system of the OS Calibre is on.
Only one way sync (backup) when Calibre is not running. Also some NAS, Server and Cloud solutions mess up the filenames or other aspects. A Calibre "Save to Disk" or Calibre Export is agnostic to file system, the library files and settings are not.
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