The best means of ensuring you have a backup of everything on your Mac is to use a different external hard drive configured as a Time Machine backup drive. This will make a backup of everything on your Mac.
Here are some links to help you with this:
After getting the external drive, you'll want to format it to get rid of the stuff drive manufacturers like to preload: Initialize an external storage device in Disk Utility on Mac - Apple Support. You'll want to format it as APFS (Step 5 in the procedure).
Next, you'll configure it as a Time Machine backup disk: Choose a backup disk and set encryption options on Mac - Apple Support. (Just a note here...this drive can only be used for Time Machine backups...it can't be used for any other purpose).
I recommend getting an external drive that's twice the size of your Mac's internal storage. So if you have a Mac with 1TB of internal storage, you'll want an external drive that's at least 2TB.
Hope this helps.