If you want to upgrade the "internal storage" the drive needs to be formatted by the shield and can not be used by anything else. It also limits this drive to 128GB, even if it holds more it only partitions off that quantity. For this storage a solid state flash drive is ideal. I use this Corsair. If you want to store your actual media as "external storage" there is no limit. I run my entire Plex server and use multiple WD Elements from 8-14TBs. I also have a few WD passports that are great because they don't take an external power source. To run multiple external hard drives directly from the shield I use a powered usb 3.0 hub. When I first started the journey I bricked 3 seagates in a month. I haven't had any issue with any of my WDs.
I wouldn’t trust an SD card for that kind of speed, for the money I’d get one of these instead — it’s an SSD that’s not much bigger than a flash drive.
https://www.amazon.com/dp/B079NVJPKV/ref=cm_sw_r_cp_api_i_oOhJFb01CVRB3
2 things:
1.) When I first did it I was using a 2017 Shield so maybe it's changed. Thinking back I think I've heard of people using 256GB drives on the 2019.
2.) I tried it with a 4TB WD My Passport. IIRC It would show that the 4TB exists, just like it did on the video, but if you took the drive out and put it on a computer it only had the 128GB partitioned off for use by the shield. This was back in 2018. After this happened I did a lot of searching on the web and found some article that confirmed it, but I didn't save it.
Either way, like I said, I've still got 110GB available and that's with a bunch of apps and Plex Server metadata for 40TB worth of media.
The thing is since it's working as internal storage you want to use a SSD for speed. I use this.
ETA: You will need a small USB 3.0 extension for almost any flash drive. They HDMI and USB slots are pretty close together. Definitely need it for that Corsair, she's thicc.