So for a truly secure and reliable setup, get three. Enroll them all as parallel 2FA tokens. Keep one with you, one in a relatively easily accessible but non-obvious place, and one in a safe or bank deposit box. That way when the one you have with you breaks or you lose it, promote the secondary to your primary and order a new one to replace the promoted one.
The third is your emergency backup, for when both normally needed keys are destroyed or lost.
Now of course, this only works when the accounts you want to secure allow to enroll more than one FIDO2 token. Which is, sadly, not the most common setup still. For instance AWS only allows to enroll one 2FA token per account.
ß: Some functionality modes allow to extract private keys by design.