Time Machine failures with Catalina and Big Sur

Since installing Catalina, I've had regular problems with failures of TM, usually overnight, after several successful daytime backups. The problem continues since installing Big Sur. My Mac is 2019 (Retina 4K, 21.5-inch, 2019: 3 GHz 6-Core Intel Core i5: 8 GB 2667 MHz DDR4), and is still in warranty.

I'm using a new WD My Passport external HDD, and have reformatted it numerous times, selecting APFS via Disk Utility. After TM opens, this switches to APFS (Case -sensitive). Next day I find messages saying TM backup failed, with details:

" Time Machine couldn’t complete the backup to “TM_target” 

"Unable to complete backup. An error occurred while creating the backup folder."

I have tried Disk First Aid to no avail, and daily restarts have become necessary to reset the TM.

Everything else works well.

Can anyone tell me how to sort this out ?