Not sure the drives are the problem for this error, my testing points to a problem in Time Machine or a change in the drivers for storage causing an incompatibility. As given in long version below, I only have this problem on drives when they are in use by Time Machine.
Use two hard drives for Time Machine of 5 external drives all on Thunderbolt/USB hub. 1 2TB, 1 4TB NVME and 3 3TB Hard drives.
After getting the Time Machine Disk Not Ejected Properly on the two 3TB Hard Drives only, not on volumes, EVEN after awakening from a sleep, I removed them and changed in the 2TB and 4TB NVME drives to Time Machine, the thought being the NVME devices are new, maybe the HDs are too old or there is some incompatibility with platters. Same Problem, still get the message Every time I shut down without ejecting and whenever the MacBook Pro sleeps a long time, like overnight.
Now I have switched back to the 2 3TBs on Time Machine and the NVME drives just volumes. And in another workaround to solve a problem I see online all the time that apple won''t fix or tell us the status of, I live with the errors after sleep and do a shut down instead of just closing the lid to prevent some of the failures. Very annoying.
I have not tried deleting the Time Machine drives and then going into safe mode to reinstall them and do the complete first backup in safe mode.
equipped with MacBook Pro 2023 16"
All drives APFS. NVME 4TB WD Black 870, 2TB similar, 3 3 TB are Seagate 7200 and old but little used.