USB3 'plug & stay' drives seem like a better option for expanding laptop storage than SD cards these days.
You really should, though. Not in the filming domain but in stills, I've shot airshows in the company of professional[0] photographers who changed their cards for fresh ones after every act. No point losing a whole day's shooting to one bad card.
Apparently this is also common at weddings, though even more so as the photographer might be taking shots of the same scene on two different cameras and then changing cards in both. Just in case.
[0] as in, they are paid for their output
More common is the requirement to have a camera that supports dual cards, so you can either write to both cards, or write JPG to one and RAW to the other, so you'll never lose everything.
Touch wood, though, I am yet to have a CF failure. But I also pay for the most reliable.
External USB storage is find for archival and low volume use, but not great for anything you want performance out of.
Then again, on a laptop you probably don't have much choice . . .