So, after a few hours of tinkering, it seems to be some odd issue with the USB3 port near the back of the keyboard base. It seems if there is an SD card plugged in, and the external drive is attempting to do large writes, both the SD card and the External drive disconnect. It happens almost all the time, in a few instances it remains connected, but it's more often the drive and SD card drop. This does not happen on the USB3 port right next to the SD card slot... I can only guess it might be a power issue or defect on my Surface Book. I'll need to spend some time talking to the support folks to see what they think.
If anyone has any ideas, please chime in.