I doubt such thing exists, but you can make your own:
You use the OTG cable between the power source and the Fire TV Stick. You transfer the videos to the Flash drive and then connect it to the OTG cable.
There are some Fit ones on sale
SanDisk 128GB Ultra Fit USB 3.1 Flash Drive - SDCZ430-128G-G46 https://www.amazon.com/dp/B07855LJ99/ref=cm_sw_r_cp_apa_i_usmlDb3EDCMTN
SanDisk 256GB Ultra Fit USB 3.1 Flash Drive - SDCZ430-256G-G46 https://www.amazon.com/dp/B07857Y17V/ref=cm_sw_r_cp_apa_i_gtmlDbK7Y2FVA
I'm using a 128gb sandisk that cost me $18 total https://www.amazon.com/gp/product/B07855LJ99/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1
i have this but 256, it was used for something else, 128 should be fine
https://www.amazon.com/SanDisk-128GB-Ultra-Flash-Drive/dp/B07855LJ99