IIRC you can’t. But you can copy them over after they have been recorded onto the internal HDD.
Sorry, but having re-read your post I am not clear if you mean that you want to directly record a broadcast to a USB drive, or copy a previously made recording over.
But you can copy them over after they have been recorded onto the internal HDD.
With the the proviso that SD recordings will be decrypted by copying but HD recordings will remain encrypted and only playable on the HDR-FOX T2 that made the recording.