If you rely heavily on VPN to bypass your regional filters then it will be a good idea to have extra entropy in hand. Any OpenSource Entropy stick should work on Brooklyn from now.
You can get a release and flash it directly on your USB 3 hard drive with Balena Etcher. The default image size is meant for a 32GB microSD card. If you have a bigger microSD card then after login do a "sudo raspi-config", head over to Advacned and resize the file system. Same can be done for a GPT partitioned USB 3 hard drive/SSD. Keep in mind that MBR drives have a size limit per block partition. For 4TB or bigger drive you might want to use GPT instead. If you have purchased a Raspberry Pi 4 elsewhere then you might have to flash the boot loader to do a mass storaeg boot. Ask The Moose on the loose for help.