At the moment Immich stores its library under /media/immich and can’t be changed as it would break Immich
HA OS doesn’t let you specify where to mount your usb drive, so the only thing you could use it for is as an external library (can’t upload to it)
If you want to mount a usb drive to ha, you can follow this:
My advice is to use a nas if you can
Regarding backups, if your immich folder isn’t on any external storage, it will be included in the ha full backups