Hi Gavin. I'm Greg, an installation specialist, 10 year Windows MVP, and Volunteer Moderator here to help you.
I'm not sure why they released S mode on store PC's for consumers. None of them I see here want it. It's more appropriate for company PC's that want the extra restrictions and protection.
To get out of S mode see here:
https://support.microsoft.com/en-us/help/445606...
There are so many trying to get out that it often overloads the servers so you may have to try repeatedly, or contact Microsoft Support by one of these methods: https://partner.support.services.microsoft.com/...
As to the WD drive, it's flagging the backup software that comes preinstalled on the drive, so if you don't want that you can delete it, and if necessary wipe the drive of all traces and reformat in Disk Mgmt as shown here:
https://www.tenforums.com/tutorials/85819-erase...
http://www.wikihow.com/Format-an-External-Hard-...
I hope this helps. Feel free to ask back any questions and keep me posted. If you will wait to choose if I solved your problem, I will keep working with you until it's resolved.
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