The first thing I would highly recommend is determining the health of the WD drive. The health of the drive will determine the best options moving forward. If the drive is showing a hardware failure, then it severely limits the options available to you since macOS & most data recovery apps are unable to deal with the errors produced by a failing drive. Plus the more you attempt to access or even use/power the drive, the more likely the failure will get worse where even an expensive professional data recovery service will be unable to recover any data from the drive.
You can use DriveDx (free trial period) to check the health of the drive. You will need to install a special USB driver to attempt to access the health information on the external drive. Post the complete DriveDx text report here using the "Additional Text" icon which looks like a piece of paper on the forum editing toolbar.
Is this WD drive a hard drive or an SSD?
FYI, if the data on external media is important, then you should make sure to have frequent & regular backups of that external media. You can easily do this by using Time Machine which Apple includes for free with macOS. External media includes any data you store in the cloud, but it can be tricky making a backup of items syncing and/or stored in the cloud.
I certainly hope you have frequent & regular backups of your laptop since there are a lot of new ways to permanently lose access to the data on the internal SSD due to all the new hardware, software, and security changes.