Can't Copy files with or without WiFi

I use One Drive desktop for Windows, since im tired of downloading and uploading files evrytime I want to use them (Windows surface 250Gb) I got My Passport Wireless Pro.

1st Problem;
Now I want to back up those files from One Drive onto My Passport Wireless Pro but I can’t. Even when I download the file from One Drive to the PC (use without connection).
It keeps saying ‘Are you sure you want to copy these files without its properties?’ and it just won’t copy JPG or RAW files.

Now I’ve tried through USB and Network and nothing.

2nd Problem;
USB connection keeps disconnecting!! I’ts sooo annooooyinngggg

Why don;t you just download the files from One Drive to your Desktop, and then when they are on your PC, copy (NOT backup) the file to the MPWP by connecting the drive to the PC?

I have done that, several times and nothing. draging and copy/paste. Nothing.

Maybe your files are corrupted from Onedrive? Do the files work ok when copied to PC on PC?