Please refer to Types of disks you can use with Time Machine on Mac - Apple Support.
The term "disk" has grown to encompass many varieties of storage devices. Even that Apple Support document conflates the terminology:
"... an external storage device connected directly to your Mac (such as a USB or Thunderbolt drive)..."
... but it never specifically indicates USB flash memory devices such as your SanDisk 3.0 2TB USB "stick" will work. Every other Apple Support document refers to backup disks.
There is no doubt TM will work with conventional hard disk drives as well as solid state drives, but I have tried and failed to make it work with various USB flash memory "sticks". I gave up.
I agree if your device is formatted properly it — should — work, but there have been countless people over the years who bought products such as third party NAS devices that should have worked (myself included) but they were never reliable.
Please, can someone please tell me how to backup my MacBook Pro.
Buy something you know will work. Any conventional USB hard disk drive will work.
Connect a new backup disk to your Mac - Apple Support