There are definitely differences between thumbdrives.
First of all, on Amazon, ebay and the like there are flat out fake drives. You can recognize those by the extremely high capacity and low price. They will pretend to have high capacity, but then they’ll just throw away your data. To test if you’ve fallen victim to one of these, copy a very big file (e.g. a movie) onto the drive, remove the drive, reinsert it, and then try to use the file. If that doesn’t work, your drive was fake. Amazon will refund you of that happens, I dont know about ebay and others.
Any name brand will be good enough quality for home use. If you intend to use the drive for backups, spend a bit extra. If you intend to use the drive for just moving files around, feel free to cheap out.
Some drives offer extra security features such as fingerprint scanners. Those are not worth your money.
Extra rugged drives may be worth it to you, but if you’re careful, you won’t need that. I have not found waterproof drives to have extra value, but that depends a lot on how you’ll treat the drive.
In general, you can’t go wrong with SanDisk of Kingston. There are several other good brands, but I don’t want to make this list too long.
Security through obscurity is a very valid way to secure something. It shouldn’t be the only way of securing something, but it can be a valid additional layer.
The knock sequence is a secret, just like a password. It may not be a particularly strong secret, but is is strong enough to keep out casual attackers. You’ll still need additional security, but sshd is well equipped to provide that.