Make my own cloud using External HDD/SSD and Airport?

Depending upon what type of router you use, there are plenty of options to do this. You can setup a whole remote network neighborhood that is accessible from anywhere in the world. The Netgear Nighthawk AC1900 has a pretty advanced configuration for this.

using an external hard drive plugged in to the usb port on the Airport express?

You cannot use Express.. Extreme or TC yes.. but it is not easy to get BTMM working on airport where it is bridged behind another router.

Is it possible to create a cloud that i can access across my Mac/iPhones/iPads

BTMM is for Macs.. not iOS devices. They work much better with real iCloud.

Apple depend on using AFP protocol which is not supported much on the iOS apps.

If you use something like the Netgear Nighthawk as suggested for this. Then you would use a VPN .. there are vpn built into iOS and Mac OS. It is secure and by far the best way to do it outside of using BTMM.