Your Project file and your source footage should be on separate drives for good management.
Your source footage will work better from a fast local drive as opposed to an external slow drive such as a little WD drive. (not designed for this purpose and load)
Have you searched the external drive? How?
What OS and what version PPro?
Where are the original source files? BAcked up hiopefully!
Did you do back ups of your project file? Hopefully!
Maybe you have corrupted or killed the external drive with the "load"!!!!