Let me tweak and generalize my earlier response.
The best backup solution, which is available now, is to maintain a secondary database that fits your needs. QuantRocket has lots of ways to get data, and the best choice for a secondary database will depend on your situation. For running pipelines, you could have a secondary bundle ingested from a US stock history db (which was unaffected by this delay), a Sharadar db, or an Interactive Brokers end of day db. If you also need minute data in your Zipline strategy, you could collect and ingest historical Interactive Brokers minute data, or collect real-time minute aggregates from Alpaca, and ingest them into a bundle. Then point your strategies to the secondary bundle if there is a delay with the US stock bundle. For Moonshot strategies it would work similarly, except that the secondary could be a history database and need not be a bundle.
It’s QuantRocket’s job to minimize delays and disruptions with the US stock bundle as much as possible (hopefully to zero incidents), but it’s each trader’s job to take advantage of QuantRocket’s flexibility to ensure that, if there is a delay, your live trading is not interrupted.