That type of USB flash is one of the cheapest kinds of storage and least reliable.

They’re good for a quick copy between computers, but not for reliable storage or backup.

There won’t be any damage. Worst case, the video files might get deleted.

SD cards are considered one of the least reliable forms of data storage. They wear out quickly compared to things like SSDs or hard drives.

There can be differences between different SD card brands and manufacturers. Sometimes things labeled “high endurance” can be just a firmware difference in the same physical device. Although, that may offer some improvement.

Overall, most quality SD cards from reputable brands (not the cheapest) work okay. If you’re worried about losing footage, connecting the camera to a local NVR (computer that saves video recordings) is the next step up in reliability.