Hasleo BitLocker Anywhere Pro is generally easier to use than the native BitLocker that comes with Win10 Pro, since Microsoft designed and supports BitLocker more for the Enterprise than home users. It's Much easier to use VeraCrypt [the successor to TrueCrypt] for example on removable drives. VeraCrypt *may* be more secure than BitLocker, but does not allow any sort of rescue or recovery key, which some people like & some don't.
The purpose of both BitLocker & VeraCrypt is to encrypt hard drives [both physical & VHD] so that if the device is lost or stolen no one has access to the files stored on those drives. VeraCrypt also has the option to create one encrypted VHD file with 2 VHDs inside -- the idea is that if you're forced to give up the key to one VHD, the other remains secret, undetected. When the system hard disk [where Windows lives] is encrypted with either BitLocker or VeraCrypt you supply the key when starting the device, and from then on everything works normally, though the overhead of encryption *may* cause a slight performance penalty. When Windows is running the encryption does not provide any security -- if they get access to the device, e.g. via malware, anyone else can access your files just as easily as you can. Creating a VHD [Virtual Hard Disk], mounting [Attaching] it, and then encrypting it is the same thing as using software to create a so-called secure vault, and may be more secure for files you don't want accessed, since they stay protected when you're not using them.
It is more useful & important to backup encrypted disks [while they're in an unprotected or open state] because file recovery, Windows repair etc. can be more complicated. You can encrypt the backup to provide security. Note that encrypting the system disk [where Windows is installed] will probably effect the boot loader [BCD] -- BCD modifications with Microsoft's BitLocker Windows option also can interact with SecureBoot if it's enabled. I don't know how closely Hasleo's BitLocker implementation mirrors Microsoft's -- there are several more-or-less innocent changes that can be made to Windows that can trigger boot failure using Microsoft's BitLocker, so be sure to keep that recovery key handy.
Hasleo BitLocker Anywhere Pro itself adds the program's Hasleo folder plus a couple of files to Windows\System32 -- giquphmbnrmtmwru.tbl & rngbrjbunpouktnf.dat. I recorded 182 new registry entries using a Win7 32-bit VM, including for an added service. An activate.log file hints that activation is strongly tied to the hardware.