Unfortunately, the Mi TV Stick 4K does not support a direct connection to external hard drives or USB sticks. The micro USB port is only used for power supply and does not support OTG functionality for USB devices.
Yes, the Mi TV Stick 4K supports screen mirroring via the integrated Chromecast.

I can't give any information on this, I only use it as a Netflix stick.

Is there a TV stick with which it is also possible to connect an external hard drive with films on it? And the possibility to connect a laptop or smartphone to it?