Try connecting the Macbook directly with the USB-C cable (USB-C on the Macbook to USB-C on the screen) and not via HDMI and still with a Macbook adapter. There are problems here from time to time. Then connect the external HDD or SSD via USB-A to the monitor or (with or without adapter) directly to the Macbook.

Somehow these things look familiar. I'm not so happy with the screen either. I have it as a work screen at home (when I'm working at home as a professional photographer). Using it as a so-called Doking station via USB-C on the Macbook Pro is not really satisfactory. After a certain time, when the screen switches off/hibernates, the power supply to the MacBook is also switched off. Connected HDDs are also no longer supplied with power. When I want to work again afterwards, the screen wakes up again, but HDDs or connected USB devices are not automatically supplied with power again. The only solution is to switch the screen on and off. This is inconvenient...

Unfortunately I have no experience with this!