Hi,
it’s clearly not specific to Budgie but as it’s my daily driver, be in the know 
Many snap now have removable-media interface connected by default, which means app’s like chromium, libreoffice or gimp can access your usb-thumb or external HD or partitions ( if mounted in /media, /mnt or /run/media ).
But.
Unlike gtk-file-explorer in good old .deb app’s - the file explorer in those snap does not show at first sight, in left pane, the mounted devices leading some users to think they can’t access their usb-thumb.
Through gtk-file-explorer in snap app’s you’ll have to browse the full « real » path to your files :
other places → computer → /media → /$USER → label_or_uuid_usb_thumb
there is no automatic shortcut/bookmark for it in left pane.
Illustration with LibreOffice ↓
That’s a silly regression in UI/UX reported on snapcraft forum
and then on launchpad
tl;dr
Are you looking for your usb-thumb or external HD from a snap app’ ?
Then browse through
other places → computer → /media → /$USER → label_or_uuid_usb_thumb_or_HD
There is no automatic shortcut/bookmark for it in the left pane.