Hi Dan,
It’s not possible, or you can understand as, Visual Studio is not designed to install on a thumb drive.
Some files and dependencies are needed to be installed on system drive, and a removable drive doesn’t support.
Do you consider offline installing VS? A layout is needed when trying to install VS offline, the layout can be stored on a thumb drive. When you move the layout to another machine by using a thumb drive, you can install the VS there by using this offline layout(if you are interested, more details here: Use the command line to create a local layout).
Let me know if you have any further concerns.
Best regards,
Tianyu
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