Ext. Hardrive is disconnected when I power off my ext. Monitor on displayport

Configuration is as follows:

MacBook Pro Retina with lid closed in LandingZone Dock connected to power supply
External Hardrive connected via LandingZone Dock via USB3

External Monitor connected via LandingZone Dock via Displayport cable

My MacBookPro is running 24/7 as I have a cloud backup running in the background and also timemachine doing backups regularly.

When I was using the MacBook without external monitor I let the lid open and just set the screen to sleep when I was not working - so the backups were done and my external harddrive stayed connected.

Now I attached an external monitor and closed the lid of my macbook as I dont need that monitor.
I have a mouse and keyboard connected via USB now.
While I work everything is ok, but when I quit my work I press power off on the external monitor to save energy - but when I then come back later for working I see notifications telling "external harddrive not proberly disconnected" - showing me that my external harddive was kicked out from my system.

I tried "NoSleep" but this didn't help.t

I ask now if the displayport sends a signal to the mac telling it to go to sleep when the ext. Monitor is off power and how I can prevent this to happen :-)