Click on Start --> In search box, type cmd and press Enter. "Command Prompt" will be opened. Now enter the below commands
set devmgr_show_nonpresent_devices=1
and press Enter
cd \
and press Enter
cd windows\system32
and press Enter
start devmgmt.msc
and press Enter
"Device Manager" window will be opened. Now in the device manager, click on "View" --> Select "Show hidden devices".
Expand all the nodes by clicking on "+" symbol. If you find any greyed or UNKNOWN entries --> Right click on it --> Select "Uninstall".
Restart your PC --> Now try connecting your external drive.
However I got a "Device Setup" message as shown here: https://ibb.co/wwNTYjH
-Vipin
Strange!
I suggest that you contact Western Digital support here:
https://support-en.wd.com
Good luck