Removable devices are not backed up regardless of the settings specified at the Backup Mode step of the backup job configuration wizard.
If the Entire computer mode and Include external USB drives check box are selected, removable devices are skipped during the backup.
If the Volume level backup mode is selected, removable devices are not available at the Volumes step of the wizard.
It is impossible to create a volume shadow copy for the partition on the removable device (SD card, USB stick, etc.). This is a Microsoft VSS limitation.
Сheck how the device is recognized by Microsoft Windows using WMI queries:
wmic logicaldisk — if this query specifies the device type as 2, then the device is not supported.
wmic shadowcopy call create Volume "Volume Name" , then vssadmin list shadows — the first query creates a volume shadow copy, the second query verifies if the volume shadow copy was created. If it was not created, the device is not supported.
If the SD card is recognized as the external drive, it might be backed up. Still, the successful backup is not guaranteed.