I also tried installing VeraCrypt for same purpose and experienced same issue:
How to install Veracrypt onto USB
I'm not in informatics but my conclusion is that Windows has a bug that allows to run non bootable programs from USB. They might fix it one day.
So safer would be if you created the portable version for all systems in bootable persistent way, same way as an external disk checker.
I'm not going to try more, for this is too complicated for me. I also know partition can be made bootable, maybe they are primary ones... well no idea. Good luck =)
Going back to solution, I need a file I can move and save in an external USB for when my computer will crash =) that's more simple as a question ?
I'll also use the cloud. Something else I need safe storage also for bills about online programs or images I bought, and the how to of website access/installation since we have many links from the cpanel, wordpress admin, host subscription, host where you see the home, domain admin, photo album directory, photo album from inside, other programs on other subdirectories on same host, widgets access, etc... that's a second question.
(Some information about my architecture: double boot Windows /Ubuntu linux and one day I'll have a smartphone... and one day I might study or have to use MAC.)