You seem to be asking 2 different things in your title and the body of the message.
To answer the question in the body of your message, No.
The "recents" Album will always contain all photos created on the device. You cannot delete them from there without deleting them from every where else as its the master library.
When you add them to an album, it only adds a pointer to the photo file to the album, but not the photo itself.
This allows you to have the same photo in multiple albums without using more storage space for multiple copies unnecessarily.
For the "photo stick" question any MFI lightning photo stick should work.
For an example click here ➜ MFI Photo Stick USB Drive - Amazon.com