Help and advice needed please !

Glad you got there in the end, Option "A" is Windows odd way of explaining to you of not finalizing the disk.
 
As long as you have two copies of your data you should be fine with a USB flash drive and the data stored on your hard drive. But I would suggest spending another $15 to get an extra flash drive to have a third back up just in case.

I am also going to add one word of caution. Be very cautious when you back data up to not overwrite new data with older data. It is a very common easy mistake to make.

Edit: As long as you make back ups once every five to seven days you should be fine.
 
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