Hello,
As a solution, we would suggest to re-install the Parallels tools by following steps:
1. Start your virtual machine
2. In the Mac Top menu, click on Actions > Reinstall Parallels Tools.
You may refer to this Knowledge Base for further guidance:
https://kb.parallels.com/112609?language=de
Once the reinstallation has been completed, please check if the issue still persists.
Furthermore, please ensure the sharing of Mac volumes with Windows is enabled:
1. Shutdown your virtual machine (Click on "Actions" menu on top of the mac menu bar > Shutdown OR if the virtual machine is suspended > resume it first then shutdown).
2. Right-click on the Parallels Icon in the Dock > Select "Control Center" > Right-click on your virtual machine > select "Configure".
3. Select "Options" tab > Sharing > Under "Share Mac" > Tick "Share cloud folders with Windows"
4. Launch your virtual machine and check if the external disk is now recognized.
If the issue still persists, kindly open your virtual machine, reproduce the problem experienced and Collect a technical report (right-click the Parallels icon in Dock > Help > Send technical data > check "Attach screenshots..." > press Send Report) and provide us with the report's 9-digit ID in reply to this thread.
Please find this KB article describing in more details the steps for sending a technical report:
https://kb.parallels.com/fr/9058?language=de
Thank you.