Time Machine, backing up mac and external hard drive to another external hard drive to another external hard drive

Hi,

I've recently discovered that my Mac is only backing up my iMac hard drive via time machine to an external hard drive and not the external hard drive I also have connected.

The set up I have is as follows:

iMac + External hard drive where I store most of my files.

Second external hard drive which I use as a backup drive.

I want to back both the iMac and my external hard drive to the second external hard drive. How do I go about doing this? I can't find an option in time machine to back up the external hard drive, only the iMac.

The external hard drive I use to store my files is not 'Excluded' form the back up list.

I hope this makes sense.