Definitely look for portable SSDs rather than flash drives. Different technology, usually significantly larger (physically). Easily saturates a USB 2.0 connection, so look for USB 3.0.
Back when Microsoft supported Windows To Go, they had a short list of verified drives to use. Surely outdated now but might be a good starting point.
FWIW I used to run Windows 10 off a Samsung T5. It worked fine, except that it would always shut down when I tried to suspend. Still works as far as I know, I just haven’t used it in a long time.