If you only need to "copy" the data and not store it somewhere else completly rather that umbraco DB, then a stored procedure in the SQL database could perhaps to the trick. The stored procedure will need a linked server to access the target server and database, but there are a lot of online tutorials and documentation for this. The the stored procedure could be triggered using the Notification system in Umbraco and run on member CRUD operations.
This also prevents the Umbraco instance from doing the logic and keeping the handling of data on the SQL server. This both seperated the logic and keeps the Umbraco instance running as normal.