A couple of thoughts:
Either you can go with external USB drives, or internal HDDs using these kind of SATA dock stations:
https://www.verkkokauppa.com/fi/product/329003/Fuj-tech-Clone-Dock-2-USB-3-0-telakka-kahdelle-2-5-3-5-SATA However, it seems external USB HDDs with their own case are generally cheaper.
The advantage with such USB dock stations is that you can connect two or even more HDDs at the same time using only one USB port, and no need to mess with several power supplies either, in case you want to use several HDDs at the same time (e.g. keeping two or more 1:1 copies of the archives).
Another advantage is that if the hard drive or the case fails, with an internal drive you can easily pinpoint if the problem is with the HDD itself, or the dock station, and act accordingly. With an external USB HDD, if it suddenly just stops working, you have to decide:
1. Do you try to open the case and hope to salvage at least some of the data by connecting that HDD directly to a PC? That will void your warranty so you will not get a replacement for that USB hard drive, but at least you will save the data.
2. Don't try to open the case, but send the HDD for a warranty replacement, and say goodbye to all the data in it.
With an USB HDD dock station, you don't have to make such decisions. You can both try to salvage the data from the hard drive with various methods, and send the HDD for a warranty replacement, like I did with my 8TB Seagate Ironwolf HDD.
If you go with internal drives with a USB docking station, at least I'd look for a 5400 rpm drive instead of a 7200 rpm drive. Reason being that at least I've had serious overheating problems with 7200 rpm drives on a USB docking station (Seagate Ironwolf 8TB NAS HDD), one even broke apparently to overheating (fortunately I got a replacement for warranty).
Sure 5400 rpm drives are slower, but how important is that for an archival HDD? You are not going to run an operating system, a swap file there, or constantly running time-critical massive file operations on it. You just download files into there, and run them once in a while to install them.
I'd much rather choose somewhat slower speed for my archival HDDs, if it means better reliability too and less overheating problems. I presume external USB HDDs with their own case are usually 5400rpm anyway?
ignisferroque: One drive isn't a backup, especially if it is connected to power/the internet all the time. Id get at least two, ideally stored at different locations.
At this point I keep only one local HDD copy of my GOG games because I do have secondary copies as well: in the cloud, in the GOG servers. If my HDD suddenly failed or went missing, I could still re-download them from GOG servers.
Only if and when I'd start suspecting my cloud backups on GOG servers would somehow be in peril, I'd start thinking about keeping several local copies across the world.
maxleod: I'd say the best way to save your data is to use a cloud solution, like Google Drive (as much as I hate google because, you know, privacy). I don't see Google going bankrupt anytime soon, actually I'm sure Google will outlive any physical medium you might get.
So how much does it cost to to keep around 7 terabytes of GOG installers in Google Drive?
At this point I don't see the point of paying Google or MS or Amazon or whatever to keep several terabytes of my GOG games on their servers (just sitting there consuming their hard drive space), considering we already have our GOG game installers in the cloud: GOG servers.
Also, if e.g. internet went down, you wouldn't be able to get your games from those Google servers either, or at least it could be very unreliable and slow.