Hi, my name is Neil, I'm an independent adviser and a Windows 10 user like you.
Sorry you're having trouble transferring files to your external hard drive.
I recommend you format your external hard drive to the NTFS format and see if your problem resolves. You should have no problems and faster write speeds using NTFS.
To format your external hard drive do the following:
***Please remember that formatting your drive will delete EVERYTHING from the drive. Please backup any files BEFORE formatting***
Plug in your hard drive.
Go to This PC.
Find your external hard drive.
Right Click on it and choose "Format..." from the menu.
In the format window, under file system drop down box, select "NTFS"
You can change the drive name if you want to under Volume Label.
Under format options, make sure that the Quick format box is checked.
Click the Start button.
It shouldn't take long at all.
After it has been formatted, now try copying to your hard drive.
Let me know how you get on.