Can't copy Music files from MacBook to external drive

Copied iTunes/Apple music From My iPhone to my New MacBook. But can't transfer them to a external drive. I tried to use the copy command in Music and to click and drag the files. Most of the files are MPG audio files. Some are ACC but not purchase from Apple. Ihave some recording that I copied for LPs nd want to save.

When I click and drag the file move to the HD folder than snap back. If I copy them in music, it copies all night but the files don't copy. it is like they are read only or locked. but the file folder are not locked.