Whether the firmware has been compromised is a valid concern — it happens (it's been done for show, and it's rather rare but it has been found in the wild).
But a bigger concern is whether the firmware has been programmed correctly. Many SSD firmwares don't implement secure erase properly. Should you trust them to implement crypto properly? I haven't seen a ...
Kingston has a few excellent encrypted flash drive solutions. Their flash drives are always high-quality and are known for their reliability.
Kingston DataTraveler Vault Privacy 3.0
Their basic encrypted flash drive. (~$60 for 16GB)
encryption certified by FIPS 197 standard
optional antivirus (I can't attest to the usefulness of this)
I think what you're looking for is:
The Feitian ePass2003
(or some other token from their ePass line)
It costs less than a YubiHSM - Feitian sells them at 70USD for five pieces + customs, taxes and shipping
It supports RSA, AES and 3DES with card-stored keys
It supports the Windows CSP and has a PKCS#11 library
It claims support for Linux, Windows and OS X
After several calls/mails to the 4 major "grand public" motherboard manufacturer, it's was either a non-understanding/no response or we will call you back later to have more details.
It's seems they don't want to implement it do to the fear that novice user will look themselves out of their SEDs.
I was only be able to speak with the technical support of ...
Have you considered biometric USB drives, such as the Imation Defender F200 Biometric, it may be a little slow, but supports passwords, fingerprint scanning, or both. There is a review of it: Imation Defender F200 Biometric Flash Drive Review: Secure but Slow.
Or there is the Iron Key Personal D200, which does not specifically have a password enabled write ...