You could try USB Raptor - it's Windows only and works as a wrapper to use your drive as the authentication since you need special hardware to make an actual HID authentication device as @SpaceNoodle correctly stated.
Have you seen this? https://flipperzero.one/
You can do way more than just 2FA with it. If you're interested in security, there are all kinds of things you can do. It's getting some heat because of people using them maliciously, but if you aren't ethically compromised, it's a great tool to play around with and find potential vulnerabilities in your own systems and learn a lot in the process.
https://docs.flipperzero.one/u2f
Also, there are custom firmware loads and open source apps that open up some other avenues with a highly engaged community.
https://github.com/ClaraCrazy/Flipper-Xtreme https://github.com/UberGuidoZ/Flipper
It's super fun, I've barely scratched the surface with mine.