You're not ejecting the external SSD before disconnecting?
I have a TB2 dock which I connect to using Apple's TB3 to TB2 adapter. I keep my Time Machine backup drive connected to the dock (along with 4K monitor, keyboard, mouse, and speakers). If I don't eject the drive before disconnecting from the dock, macOS complains about disconnecting the drive without ejecting it first.
I ended up buying Jettison (https://stclairsoft.com/Jettison/) to handle auto ejecting on sleep and remounting on wake (in particular, I have a PCIe SSD in my Mac Pro which macOS considers an external drive, rightly so, but still).
Yeah. This is probably not the best thing to do and I do get the warning about not having disconnected the gpu and ssd properly but Ive never once experienced an actual problem from doing so (hundreds of times). No corrupted data or anything. But the SSD is mainly for photos/videos not time machine backups.
I have a TB2 dock which I connect to using Apple's TB3 to TB2 adapter. I keep my Time Machine backup drive connected to the dock (along with 4K monitor, keyboard, mouse, and speakers). If I don't eject the drive before disconnecting from the dock, macOS complains about disconnecting the drive without ejecting it first.