What you're looking for is like a sampler VST, but with the ability to record samples into it.
All sampler VSTs (non-recording ones at least) need to have the source audio file somewhere in the computer and they only modify that. So, if there is a recording sampler, it is probably difficult to find, and will probably create an associated audio file in your computer.
Try https://bedroomproducersblog.com/2014/1 ... order-vst/ , https://www.kvraudio.com/product/captur ... ic_assault , or look it up: https://www.google.com/search?q=vst+that+records+audio https://duckduckgo.com/?q=vst+that+reco ... =h_&ia=web
Do get back to us with what fits your needs best so we can use the information.
All the best.