Hello is it possible to create a backup of all open files in the project, with directory structure, possibly both the local and remote/server files?

Thanks

P.S. I know versioning systems are meant to be used, but still...

I'd recommend to use source repositories and backup them.
If on top of that you want to make a project copy, you can setup an account targeting local or remote host where you need this copy, then add it into the project as a 2nd publishing account and just upload the project there.