hard disk failure

Hey guys, I would like to know what causing my External Hard Drive keeps disconnecting while I'm opening some heavy apps like Unigine Heaven benchmark, GTA V, or any kind of games? My specs are : AMD Ryzen 5 4650G with Radeon Vega 7 Graphics Motherboard MSI B450M-A PRO MAX Netac Technology DDR4...

So I'm thinking of getting rid of my old hunk of junk and building myself a mini-itx system with a 4790k and a gtx 980. My current computer is a 2120 with a gtx 680 being powered with a 500w PSU. I know nobody likes Raidmax PSUs, but apparently this one is fairly good, and I've had it for about...