Bit hard for me to answer that one. I don’t own a UDM Pro (nor the CloudKey). I’d be surprised if the internal controller of the UDM Pro wouldn’t allow you to make a backup to its internal HDD. Note that you’ll have to be able to extract that backup out of the UDM, or your backups are gonna be useless when the UDM Pro crashes (for whatever reason).
Graeme the UDM & Pro stores multiple backups, but they are stored on the flash rather then on the HD, which I think is reserved for video camera usage (don’t use them so not looked at it sorry).
Never had a UDM device crash on me, but once did with a CloudKey and thankfully I had a recent backup to use to wipe and restart.
For your Velop problems I suggest you go into the web interface (www.linksyssmartwifi.com), go to WiFi Settings → Advanced and turn off every advanced setting on the page (Airtime Fairness, Client Steering and Node Steering). I had the node disconnect/connection drop problem and turning these off fixed it. I also run in bridge mode, solid as a rock.
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Hi Michael, I’ve had a few niggles with the Cloudkey now and again. Occasionally, I get a “controller offline” notification, usually a reboot fixes it. Last time, the micro SD card had failed. Replaced the card and rebooted and it was OK. Could do with a slightly more robust controller option, and the UDM-Pro seems to offer that, plus the improved throughput on IDS/IPS.
Synology RT-2600ac. Best router I had after having Linksys, Netgear and Asus. It simply work.
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Graeme I recommend it as a much more powerful device with no micro SD required and very long uptime in my experience.
If you don’t need all the power then the standard UDM might be worth a look. The UDM is desk mount and the UDM Pro will go in your rack.
The only thing to remember is that they are routers not an AP management console, so it wants to replace your current router, just to bare that mind.
Hopefully this helps a bit, everything is as you already understand it
Michael, my current router is a USG in a rack mount adapter. Sounds like the UDM-Pro will fit the bill nicely. It’s more capable than the USG and also replaces the need for a separate Cloudkey 
Greame
Yes all in one solution with a second Wan Port if you can utilize it. Sounds like it should hit the spot for you 
Good luck with this
Mike
That’s the problem with the UDM Pro, it has two WAN ports but can only do failover, not load balancing. At my other location I have a simple relatively old EdgeRouter PoE-5 that with a bit of scripting does WAN load balancing. I have two ISPs (cable and DSL) for redundancy, both going at all times, which is a better use of the two services than just having DSL as a failover.
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With the new UDM-Pro update you can assign multiple ip addresses to the various WAN interfaces and do sort of “policy based routing” by specifying for each LAN via what WAN interface / IP address the traffic should be routed. Hopefully they’ll flesh that out even further in future updates
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It’s the one area that has disappointed me.
They should have developed it more, but it’s still a good platform