Sorry to ask again the USB which am suppose to burn the OS should be an empty USB flash drive or hard drive right? or it can just be any USB that is not read only ?
If you have to ask this these questions, it's probably better
not to mess with writing ISO images to any USB device until you've done some proper reading on the subject.
Get a hardware wallet!
getting my hands on a hardware wallet now won't be fast or easy because of my location.
Unless you have terrible delivery services, can't you just order one online (and pay with Bitcoin)?