Saving iCloud media to flash drive on iPad

Just copy them over like any other file in the Files App:

Press and hold on the item, tap on Move in the menu that appears, then navigate to the flash drive and tap on Move / Copy to complete the move.

You can use the "Select" option at the top to choose more than one item or file from iCloud Drive at the time.

click here ➜ Transfer files from iPad to a storage device, a server, or the cloud - Apple Support

and her ➜ Organize files and folders in Files on iPad - Apple Support

If the file in question has cloud icon, it means it has not been downloaded to the iPad, you may need to tap it once to download it, before you can copy it out to a connected flash drive.

For steps detailing how to connect a flash drive to an iPad, click here ➜ Connect external storage devices to iPad - Apple Support

If you are having a specific issue doing this, please clarify what that is.

When you plug in an external drive to an iPad, it becomes accessible through the Files app. So you can select items in Photos and choose Share>Save to Files. Then you'll need to navigate (at "browse" ) to your drive. You can create a new folder there if you like.

If you use Optimize Storage, then what you save may need to be downloaded from iCloud Photos, first. In that case, you might want to do this is small batches. Well, even if you have tons of storage on you iPad, small batches is still a good idea.