Each image is imported into the LR Catalog from just one stated location on disk. And that is where the sidecar gets written.
But if you want, outside of LR, you can have a file sync utility replicate all physical changes within those folders on disk, into other corresponding locations on other drives - which hold a copy of all the same images, and a copy of the sidecars too. This might happen continuously, periodically or on demand depending on the particular tool you use... for example, the Dropbox desktop app.
If you also want to have your LR Catalog replicated, I think this can only be done when LR is not running and using that.
It's a lot less work if you just make a backup of your catalog file. More complete too. So backing up your catalog file is a better solution than backing up xmp files.