I had this happen to an internal drive several years ago, it sounds like your partition information may have been corrupted, I always remove my external drives from in windows using the safely remove hardware icon in the taskbar so I don’t risk this happening.
I used Stellar Phoenix recovery software to recover the data, it takes a long time to scan the drive but I was able to recover my entire mp3 collection that was lost, I don’t know if this software works on external drives but if not there must be a program that does.