The thumb drive mentioned on the P-V forum a few weeks ago is from my quick tests showing early signs of being a possible external media at a reasonable price. The 256Gb is £59 approx.
256Gb Thumb Drive Aliexpress
First when plugged into the camera it is able to be formatted in exfat or osx so that is a head start on nvme drives. The drive will need a suitable OTG usb C cable to be of practical use and I have currently got one on order to try.
Initial results C4K lossless 24fps 360 shutter were full card recording without dropped frames. It did however drop frames once I changed to 60/24 at around 7 seconds. Dropping down to C4K 3:1 resulted in around 18 minutes recording but the battery died at this point. Hopefully I wil have time to do some real testing at weekend.
A very short OTG cable could easily fasten to the side of a cage and drives swap would be easy without touching the on camera port. The Drive has an led that flashes when recording to.