Yes, there are USB memory sticks with both lightning and USB connectors on them:
https://www.sandisk.com/home/mobile-device-storage/ixpand
You plug in the USB side on a PC/Mac, transfer your movies or photos.
You plug in the lightning side on an IOS device. You may need the manufacturer's app to access the files.
For example, in my case, my dongle doesn't have any storage, it is just a converter for less than $10.
I use my DSLR camera to take photos. I then use this dongle/app to look at the photos on my iPhone. It doesn't need to copy the files.
Also, I can actually use the SD card as a destination for any photos/movies taken on the iPhone (write directly to the card).
This app will allow you to backup photos and contacts, transfer files, take pictures and videos without using internal storage and more. This app will ONLY work with the external backup device it was designed for. If you do not have that device, this app will not do anything. With this app...
apps.apple.com