Thanks for all those items.....it really helps.
First, your laptop's USB-C ports only support USB 3.1 Gen 2 which only supports up to 10Gb/s transfer rates (aka 1GB/s max). If you want faster transfer rates, then you will need to use Thunderbolt 3 drives which are much more expensive.
This means your Lexar SL600 SSD is restricted to a max transfer rate of 1GB/s even though the SSD is capable of a max transfer rate of 2GB/s, but only if you have a computer with USB 3.2 Gen2x2 USB port.
The Lexar E6 M.2 SSD Enclosure is has a max transfer rate of 10Gb/s (aka 1GB/s) with an NVME SSD or 6Gb/s (aka 600MB/s) with a SATA III SSD.
The Kyo M.2 SSD you linked appears to be a SATA III based SSD. The maximum transfer rates are between 430-440 MB/s sequential writes and 510-560 MB/s sequential reads depending on the size of the SSD (random reads & writes will be much slower). I've never heard of the Kyo brand before, so I have no clue how it is designed so the transfer rates could drop to very slow speeds after just a little bit of use (for example writing to the SSD for a minute could drop speeds to half or even more....I've seen some SSDs drop to speeds of 40MB/s from a name brand usually respected manufacturer).
The SanDisk G-Drive 12TB is a 7,200rpm hard drive with a maximum transfer rate of 250 MB/s (best case scenario) when accessing the 12TB UltraStar hard drive.
And the SanDisk Pro Blade 2TB SSD Mag has a maximum read speed of 2GB/s, but your laptop has a max transfer rate of 1GB/s when using USB protocol. Sandisk does not specifically list a write speed, so that usually means the manufacturer is embarrased by how slow the write speeds are (Sandisk only mentions in a foot note that write speeds are slower than read speeds). This items also appears to be a module that must be installed into a device with a Mag slot....are you connecting it with the SanDisk G-Drive 12TB Project?
If you are connecting this SSD Mag into the SanDisk G-Drive 12TB Project, then you can use a Thunderbolt 3 cable to get the best transfer rates for this SSD which would be 2GB/s reads. Thunderbolt 3 cables should have a lightning bolt icon on the USB-C cable connector. It seems like the device has two Thunderbolt 3 ports with one labeled for connecting to the computer.
Keep in mind all these transfer rates are the theoretical maximums.....real world transfer rates will most likely be even slower than 1GB/s or even 2GB/s depending on many factors such as reading or writing, sequential or random access, how much data is written at one time......different SSDs have different behaviors and can become really slow after writing to the SSD for just 30-40 seconds depending on the SSD write cache & how the SSD is designed (and can take 10 minutes or hours to recover its speeds). Plus what you have running on the laptop will also play a part on how fast the transfers will be.
The fact you are only getting 40MB/s transfers tells me the system is only accessing the drive as a USB2 device since USB2 tends to max out at 40MB/s. You either have a bad USB-C port on the laptop, or you are using a USB2 rated USB-C cable/adapter, or your USB cable is bad. Like I said previously, I see a lot of USB-C ports on these Apple laptops that have suffered accidental liquid damage since it only takes one drop of splattered liquid to enter the port to cause a problem which could affect both ports on one side, or sometimes all the ports depending on the damage. You cannot alway see the damage when trying to view the contacts through the opening.
I'm also concerned about all those "ProxiedDevice-Bridge" panic reports listed in the EtreCheck report (almost 400 of them for the one type). There are several different types of these "ProxiedDevice-Bridge" panics. I don't know if they all have the same severity or not, but I do know that many times these panics indicate a hardware issue with the Logic Boards. The "ProxiedDevice-Bridge" has to do with the T2 security chip. I have seen a lot of posts on this forum where people have had to have their Logic Boards replaced due to hardware issues.....unfortunately the Apple Diagnostics do not always report a failure. The MBPro 16" (2019) model seems to have an extremely high rate of Logic Board failures from reports I've seen on this forum and my own personal experience supporting my organization's Macs (2018-2020 Intel Macs in general seem to have more Logic Board failures than older Macs).
FYI, your internal boot SSD has only 25GB of Free storage space. This is the absolute minimum needed for the normal operation of macOS, but you may need even more Free storage space depending on the workload (perhaps even 100GB+ if working with video editing). Ignore the "Available" storage value as it is very misleading & is unfortunate that Apple chose to highlight it everywhere instead of the Free storage space value.