When trying to configure BU to use the SD card, it said that removable memory can't be used.
I can make a BU when starting it manually.
I then found out, that it would do it, if the SD card is configured as a virtual drive BUT the virtual drive is disconnected at every reboot, so you have to attach it again.

There is an option for using a Network drive, so I ordered a NAS drive(that I needed anyway) but it's silly that you can't make and have BUs on the machine itself, it being a portable device.

I can't imagine why Microsoft is doing such silly things but has anyone found a solution?