grayed out files on external hard drive

I bought a new WD 2tb external hard drive yesterday and I can transfer files to it from different folders on my imac and it's all good. But if I download files directly from chrome to the external hard drive the files are greyed out and I can't open them with double mouse click, only with right mouse click->open.
If I copy the greyed out file to anywhere on my mac that's not the external hard drive, it stops being grey and turns normal, and I can then copy it back to the hard drive and it stays normal. But it's a really annoying process since I bought the hard drive to be able to download stuff directly onto it since I'm out of storage in my mac
Please help 😟
Including these pictures of the folder with the greyed out file and the hard drive's info