When you use the horn or manually save a copy, the saved copy can lose up to a minute behind when you attempted to save the video. Remember the video is being recorded in 1-minute segments. The currently recording segment is NOT copied. So when you want the Tesla dashcam to save a video segment wait at least one minute so it saved what you really want.
I also have both the Tesla dashcam and a Blackvue. Many advantages as others pointed out. Several more include saving the GPS data with the video and inserting a time-stamp in the video. Some dashcams like Blackvue DR900 automatically upload the video to the cloud every day when I get home via WiFi, so I have an additional backup. I also use a large 256 GB SDcard, which handles about 9 hours of 4K front and 2K rear video. It is a minor hassle to install an alternative dashcam. All come with connectors for USB or the 12v power port, but ideally, you'd like to hard-wire it in.
If you attach the dashcam to an always-on power, it will record while parked, even if Sentry mode is off. If you use Sentry mode, the front USB and Power-ports will remain on. Here's my extensive guide for places where you can tap for power and how each one reacts as the vehicle powers off:
Accessory Power Guide 12v/5v – TeslaTap