If you store the keys on removable drive and the drive gets stolen, then it is no longer cold boot attack, as the stolen keys are not on DRAM/SRAM.
Reasonably sophisticated attacker uses the easiest attack available and therefore, it is likely not the cold boot attack.
Even if the keys are on separate device used for key loading (like USB stick), if the keys are loaded to the computers DRAM/SRAM (for purposes of using them in cryptographic processing), it is possible to use a cold boot attack against the keys. However, if the keys are also on external removable drive, the keys are just on more places: it is easier to lose one of the places with the key.
If the keys are on remote drive, be sure to protect them with some sort of authentication, including e.g. password, because it is easy to accidentally lose a stick.
In addition, remote drives broke quite often (at least cheap ones) so please have a recovery strategy for loosing the remote drive.
Also note: if the keys are persistently stored on remote drive, but protected with a strong password, the cold boot attack against computer may prove more efficient means of fetching the key.
- There is somewhat less chances of cold boot attack being applied against you
- BUT: Using remote drive likely makes you more vulnerable to other threats
- Overall using remote drive is likely not good means to increase your safety.