Im not sure that what you are describing is possible. The point of external security keys is, that all operation happen INSIDE the key. If you could plants something inside the key, well, that would violate this principle. Maybe there are something that allows this, but I dont know any.
The best solutions is to buy 3-4 Yubikeys /etc. and just register them all to whatever website or servers wants to use them as MFA. Then you carry no1 with you, no2 keep at home safe place protected by fire etc. and no3 you keep outside of your house, physically separated etc. and if you have no4 keep it even further like in bank vault to be sure not to loose them all.
Also mark the keys like 1,2,3,4 and name them in the server/service/webpage as the same. This way if you loose one key you can disable that key and only that key from the server/service/webpage. Otherwise you have no idea which key is which.
BTW. Make sure you use them correctly: Some services like to use them as passkeys and not really 2FA:s. Make sure you use them as 2FA:s only and that they are not accidently marked and used as passkeys. Passkeys = 1FA = bad idea in security perspective. If you use passkeys to sign in, you should have TOTP or email/phone verification codes for 2FA.