My Thunderbolt 3 Shuttle keeps loosing the drive letter

Windows 10 - Lenovo P72 laptop.

I noticed that once in a while - the drive letter associated with the Shuttle will disappear.

Why is that so? I am running the latest version of everything - software drivers, firmware for Thunderbolt, etc

Also - once this happens, I can’t shut Windows 10 down normally - I have to force it down.