no ... does not work like that

It does not work for me

This will probably only work with some kind of DJI Copilot.

The Sandisk Extreme cannot be connected directly to the camera... but it should work with a USB stick!

But MicroSDX already go up to 1TB memory or should still come...

Depends on your camera. It is only supported by a few models.

Almost certainly no, because the SSD has a USB-C socket and the associated cable probably has a USB type A plug at the other end - but your camera does not have a corresponding socket, but most likely a USB micro B socket. That is one problem. The other is that an automatic download requires software that recognises your camera. This should be on the SSD. You will have to go through your computer.