External Storage solutions for 2017 MacBook Pro Easy to Use on Public Transport
I would recommend buying a Samsung T5 SSD. They're available in 1 and 2 TB capacities, and they offer fast storage that you can use for video editing and/or virtual machines.

The product itself does not offer a clip-on feature - but I don't think such a product exists on the market.

However the product is in itself very light (51 gram) and small (7.4 x 1.05 x 5.73 cm). I would suggest buying a simple adhesive velcro tape and apply that to the T5 drive and your MacBook Pro. This would allow you to clip-on the storage when needed.