Can a USB memory stick or USB SSD be used for recording?
No, a USB memory stick or USB SSD cannot be used for recording. Use a USB HDD to record.
For details about compatible HDDs, refer to the following article:
What types of USB HDDs (hard disk drives) are compatible with Sony's Android TV™?
NOTE: Android TV models released in 2018 or later are not compatible for USB HDD recording.
*Android TV is a trademark of Google LLC.