Since there is no answer to this, I have a workaround for this exact situation:
1) Install ESXi to your desired USB, that you want to use as a datastore
2) Boot ESXi from the USB
3) Follow this tutorial: https://darkglade.com/2019/07/05/building-a-datastore-on-your-esxi-boot-usb/
4) Enjoy your USB-Datastore and your USB-Passthrough for ESXi =)
Downside:
If you need it or not, it leaves the USB left with an installed ESXi (~ 4GB) and some other necessary partitions.
However if you install ESXi to a USB and boot from it, ESXi loads itself into memory and leaves the USB "free" for you to use.
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