Rsync apparently breaks hard links

If you use rsync with -H to copy the entire directory (i.e. the parent of your daily.n directories) it will preserve the hard links when copying to a new location.

I don't know of a nice way to only copy individual snapshots to an external disk and preserve the hard links - hard links only work on the same filesystem.

My answer, which I give from hard-earned experience, is: Don't do this. Don't try to copy a directory hierarchy that makes heavy use of hard links, such as one created using rsnapshot or rsync --link-dest or similar. It won't work on anything but small datasets. At least, not reliably. (Your mileage may vary, of course; perhaps your backup datasets are much smaller than mine were.)

The problem with using rsync --hard-links to recreate the hard-linked structure of files on the destination side is that discovering the hard-links on the source side is hard. rsync has to build a map of inodes in memory to find the hard-links, and unless your source has relatively few files, this can and will blow up. In my case, when I learned of this problem and was looking around for alternate solutions, I tried cp -a, which is also supposed to preserve the hard-link structure of files in the destination. It churned away for a long time and then finally died (with a segfault, or something like that).

My recommendation is to set aside an entire partition for your rsnapshot backup. When it fills up, bring another partition online. It is much easier to move around hard-link-heavy datasets as entire partitions, rather than as individual files.