Hello Brallen01!
Thanks for reaching out to the Apple Support Communities. I understand that since updating to macOS Catalina you’ve been receiving a message that the external hard drive is not ejected properly.
First, check and see if you’ve installed the supplemental update to macOS Catalina which was released. Once it’s been installed, see if the message still occurs. If it does, test in safe mode: Use safe mode to isolate issues with your Mac.
Put the Mac to sleep as you normally would in the new user and see if the same thing occurs.
Let us know the results!
I hope this is helpful.