Keynote Won't Save to External Drive

When working in Keynote, it will allow me to save files to my external hard drive initially. But once the file is located in the external drive, Keynote won't save (manually or auto-save) to that location. Instead I get the auto-save error note and a non-specific error message if I try to save manually ("document could not be saved").

If I move the file to my local drive it saves just fine, and I can then move it back where I need it on the external drive within Finder. But when I'm making and editing at least one slideshow per day for each class I teach, that adds up to a lot of unnecessary work.

I'm running Catalina 10.15.7 on a MacBook Pro and Keynote version 10.3.5. I have read and write access on the drive, and the drive is a 2TB WD MyPassport with 1.97TB of space available.

I do not have this saving issue with any other software (I pretty much only use Adobe softwares otherwise).