It is possible, using a cryptocurrency hardware wallet allowing to install tiny apps on the hardware wallets. These wallets are meant to initialized by a "seed" and there's a protocol to easily write down that seed (a list of words, all coming from a dictionary of 2048 words and the list of words contains a checksum in [part of] the last word).
Now from that seed, cryptocurrencies hardware wallet can derive any secret. And it's possible to derive a secret that's used like Yubikey.
So as long as you have your "seed" backed up somewhere, you can duplicate your 2FA key.
I did test the old U2F version, pre FIDO2/webauthn, using early Ledger Nano hardware wallets and it worked.
I think there's now a more recent version available but haven't checked that. A Ledger Nano S Plus, from their website, costs 70 EUR / 80 USD. I'd say it's not too pricey to try it and see if it could suit you. Check their available apps first and see if there's one that can simulate a Yubikey (or a similar 2FA security key).
I know HN loves to hate on cryptocurrencies but I'd say that at least the crypo-bros got the "you cannot trust your computer" part right. The attack surface of a cryptocurrency hardware wallet is not only minimal: it's minimal on purpose, built on the premises that computers were not devices to be trusted. They're literally built with the idea that they can be used on a compromised computer and you should still be safe, so there's that.
