Prior to macOS Monterey:
Do not abort a large file transfer for exactly the reasons you already outlined. You have no idea where it left off or even if you'll end up with a partially copied file, etc. The files might not be copying in alphabetical order but in the order they are stored on disk with no sorting or based on when they were written to disk. You could split up the operations in smaller chunks and that will work but you'll need to initiate the process each time. If you do abort a file transfer with macOS Finder you should probably re-copy from the start all over again and overwrite / replace the existing files in the destination as they cannot be trusted.
macOS Monterey There is a way to resume interrupted file transfers:
However, in macOS Monterey there is the concept of pausing and resuming a copy process. You can cancel a file transfer and a ghosted destination will be kept waiting for you to resume it. You need to click on the ghosted (transparent) destination folder and there will be a pop-up prompt to Finish Copying or Keep Resumable Copy. (Test this out to ensure it works with external disks, might require APFS file system on source and destination)
Command Line Alternative:
Another way is to use the built-in rsync command in Terminal. The rsync command is used by SysAdmins frequently to copy enormous amounts of data in a reliable fashion across servers in a data center and across the Internet. But it works just as well to copy files from one local disk to an external disk.
rsync -avP --append <source> <destination>/
The options here are -a which is short for these common options (-rlptgoD). The -v is be verbose, providing some visual information to track what is happening. The -P option is show progress for every file. The magic bit is the --append which will complete an incomplete file and skip over files you've already copied. That is the magic resume functionality.
Important: I typically leave the trailing / off the source to ensure it creates those folders instead of placing the contents of the folder in the destination location.
rsync -avP --append ~/Desktop/MyFolder /Volumes/ExternalDisk
Results in MyFolder/ being created on /Volumes/ExternalDisk/
rsync -avP --append ~/Desktop/MyFolder/ /Volumes/ExternalDisk
Results in the contents of MyFolder being copied without the parent MyFolder itself to /Volumes/ExternalDisk
You may notice some performance improvement over Finder file copies as rsync can be more efficient. When performing --append operations it may take longer as checksums are used. The version of rsync included with macOS Monterey 12.3 is rsync version 2.6.9 but there is a newer 3.2.3 version you could install it via Homebrew (https://brew.sh) which many admins and developers use to obtain newer and missing command line tools found on Linux but missing or out of date on macOS. Homebrew is a 3rd party macOS command line package manager similar to apt-get, etc.
