The backup is to have multiple U2F keys. I have over 10 U2F keys. Most (but not all) providers allow you to register multiple U2F keys.
Amazon AWS for some foolish reason (in my opinion) is one of those outliers which only allows one U2F keys to be registered. I've read people's reasoning on why that is and none of it makes sense to me.
Can you walk me through your workflow with these? Are some stored offsite? Do you have to gather all your keys together when you are signing up for a new service with U2F support?
I have 4 main ones that I try to keep synced with every service. Though I usually try to sync up a few more if I have them handy.
For me those four are:
Laptop (Yubikey 5C Nano) Desktop #1 (Youbikey 5 Nano) Desktop #2 (Yubikey 4 Nano) Keychain (Yubikey 5 NFC)
I also have one in my work-laptop but it is only registered for work related sites. I also register some of the previously mentioned ones for my work related sites as a backup.