Congratulations on wanting to have a backup!!!
Copy & paste doesn’t work with vault files, at least not directly. :-( You need to copy & paste the files in one vault to the machine’s hard drive, remove the USB drive, insert the 2nd USB drive, copy and paste the files from the hard drive to the 2nd USB drive’s vault.
It MIGHT be possible to clone one USB drive to another but I have never tried it so I don’t know if it is a workable option or not. 
