Personally I recommend using a travel router with DNLA to bring VR videos with you.
I tried many things, including using cellphone to share, using external usb flash drives like you do, in the end the best solution is using a good travel router.
If you use USB drives via OTG, the problem is the battery charging. Quest 3's battery is small and can only last less than 1 hour. You have to use a powerbank in order to watch a movie, but with the powerbank the USB port is occupied, and the powerbank's USB port won't let you connect your USB drive to the Quest.
A basic travel router can connect to the Quest at 300mbps, which is good enough for most movies. And for streaming 8k videos, you have to use a router that can support DLNA. I have been using Asus AX-57 router for a year, and it works great. Just need to make sure the hard drive is less 4tb and it will be working fine with DeoVR.