A few troubleshooting issues

I have a MacBook Pro (Retina, 13-inch, Early 2015) that's currently running OS X El Capitan, Version 10.11.4. I really like using it, but there are a few issues I've been dealing with recently that I'd like help troubleshooting.

1. Sometimes I watch Netflix while doing other things on the computer. Sometimes, the fan in my computer will speed up until I must close the computer and let it slow down. Is this normal when there is too much battery power being used, or can the issue be fixed?

2. I have a WD MyPassport Ultra 1.5 TB external hard drive that is set up with my laptop. Lately, I've mostly had "Finder" open with it to sort the files on it. The hard drive seems to be working fine, but when I close my computer or let it go to sleep with "Finder" open, the following error comes up when I wake the computer up (see image).

However, even when the message comes up, neither of the clickable options are actually clickable and just bring up the loading icon. Instead, I have to force quit "Finder," and when that eventually works, the only option is to force eject the hard drive and plug it back in. (Then it works fine unless I let the computer go to sleep, and then the whole process starts over again.What should I do? Does this seem to be a problem with the external hard drive or with the computer?

3. Lately my computer has been freezing, usually if not always when Finder is in use (sorting files). It happens at random times, not consistently. First the cursor freezes/stops moving, then the trackpad stops working (won't click). The only solution that I've been using is restarting the computer, which fixes the problem until it happens again (which could be anywhere from about 30 minutes to 3 days later). How can this be fixed?

4. I have also been having ads pop up when I'm not even doing anything on the internet (Safari is usually open when it happens but minimized or hidden). What are these pop-ups? Are they bad?

Sorry for all the many questions!

Thank you!

<Image Edited by Host to remove Personal Information>