That clarifies things for me, thank you. A fair number of these questions are based on misunderstandings or poorly written business requirements. and no understanding of the ramifications.
So as I read your response, you have a bunch of sensitive data that is too big to reasonable transfer over your network links so you are going to sneakernet it accross some distance and you want that data to be safe in transit.
Ok, there are options and most of them aren't as pretty as I would like..
1. Run backup as normal onto disk and then zip the file onto the removeable drive specifying NO compression and setting the password. Be sure to use one of the versions that use AES and not the old style password structure.
2. Run backup as normal onto disk and then use the PGP Disk tool where you create a large encrypted volume and copy the backup into it, it is encrypted as it is written.
3. Buy a third-party tool to write encrypted compressed backups.
4. Risk it. Depending on distance and how long the trip is it might be silly to go to the effort. If the media will never be out of your possession and you aren't carrying data for one of the heavily regulated industries. Also, even if you lost your data would it make sense to someone else?
5. I'm sure there are others like bitlocker that are similar to the options persented here..