How can I fix "Disk Not Ejected Properly" on MacBook Air?

The "Disk not ejected properly" message indicates your Mac has lost communication with the external drive. The problem is usually cable or power related. You can check the cable by connecting the drive using another cable. If you are using adapters or a hub or dock, try connecting the drive directly to the computer with the proper cable and no adapter(s).

The problem might also be related to a drive enclosure that is misbehaving. The fix for that would be to remove the drive from its enclosure and install it into another.

Once the drive has disconnected, the icon will disappear from the desktop until the next time the drive is connected.

Please tell us about the problem external drive.

To add: this may be a one-off error rather than a continuing problem.

Reconnect the drive and see what happens. If this continues, then further troubleshooting will be necessary.