First of all:

You can always copy storage if you're able to physically access it. The only way to prevent this is to secure the chip in a way it destroys itself if physically tampered with (like some TPM chips).

You should instead opt for a passphrase that is practically impossible to bruteforce on current hardware due to its complexity. Also, try not to disclose the encryption algorithm or software used as this information opens the possibility of exploiting known vulnerabilities.

VeraCrypt for example is able to completely hide its presence on a volume and the only way to know if a device is encrypted with it is trying to decrypt it using VeraCrypt with the correct passphrase.

Trying to answer your questions:

1. Most modern smartphones encrypt their data by default nowadays. The rest depends on the phone itself. Mostly they just delete the encryption keys from the TPM when formatted so this still enables an authority to copy your storage and bruteforce.

2. No. Encryption does never prevent you from copying the encrypted information. Those are two completely different things.

3. No. You cannot encrypt the SD card with say Bitlocker and use it on a phone afaik.

4. Yes, some Androids allow you to encrypt the SD card from within the storage settings.

One thing I haven't seen mentioned here yet is that windows 8 is out of support since January 2023.

It's good that you don't use it for anything because there are for sure as hell security issues with it by now.

There are USB flash drives that self destruct after the wrong password is entered too many times.

To avoid copying data out of a device it would need to be stored in a secure enclave of some sort that doesnt allow that. Basically that doesnt exist on consumer devices. You need good passwords, algorithms and OpSec.

I hope op Isnt planning something nefarious and asking security advice in lemmy beforehand

For phones most modern ones come with encryption at rest by default which is why you need a passcode to finish the boot process.

As for windows, there is Bitlocker but I don't know if win 8 supports Bitlocker on external drives.

https://www.privacyguides.org/en/encryption/

Phones encrypt the data by default, your password or pin is also needed to authorise the connection with a computer.

However, many people do insecure things like storing passwords etc in Notes applications, or having simple PINs that are easy to guess, don’t update their devices, or even turning off security features (if they can) because they won’t take a small amount of time to understand them.