Changing download file location in Safari

I want to change the download file location of my safari from the 'default downloads' into my external hard drive. But whenever I tried to change the download location, my external hard drive won't show up under option 'devices' even though it is inserted properly to its usb port. I also have it formatted to exFAT. Previoiusly, I was able to change the download file locations of my Safari to my different external hard drives but now Safari won't let me.

Here's a pic of how I tried to change the file location. But like I said, my external hard drive won't show up in the device option 😟 Help please? 😢