Can I save texts and photos directly from my iPhone to a memory stick without using a computer?

If the iPhone has an Apple Lightning connection port, you can use a SanDisk iXpand flash drive to use as an external hard drive. They are available in various sizes.

You can also use that iXpand flash drive as a tool to save the photos to a real external hard drive afterwards.

iXpand Flash Drive are available at Apple Store and at Apple Authorized Service Providers.

iXpand flash drive app can be downloaded from the App Store.

See -> SanDisk iXpand-flashdrive Go -> SanDisk 64 GB iXpand Flash Drive Go - Apple

Then download the SanDisk iXpand Drive app from the App Store, see -> 

https://apps.apple.com/us/app/sandisk-ixpand-drive/id1079870681

I cloud is full and I’ve deleted all I don’t need

See the following Apple articles:

Manage your iCloud storage -> Manage your iCloud storage - Apple Support

Access and view iCloud Photos on your iPhone, iPad or iPod touch

Access and view iCloud Photos on your iPhone, iPad or iPod touch – Apple Support (UK)

Upgrade to iCloud+ -> Upgrade to iCloud+ - Apple Support

iCloud+ plans and pricing -> iCloud+ plans and pricing - Apple Support

Related Article: Transfer photos and videos from your iPhone or iPad to your Mac or PC

Transfer photos and videos from your iPhone or iPad to your Mac or PC - Apple Support

Complete Guide to Importing Your Photos in Windows 10.

Is there a way to save texts

To save text messages you need a paid third party app, such as iMazing.