External drives mounted already before connection, do not appear in the remote desktop. Workaround: map the directory /media as a drive in your desktop. Then the external devices will show up inside the media drive.
Client drive mapping and USB redirection for storage devices should not be enabled both at the same time.
Sessions > Horizon Client > Horizon Client Global > Drive Mapping > Enable Drive Mapping. It is also recommended to disable local Storage Hotplug: On page
Devices > Storage Devices > Storage Hotplug, put number of storage hotplug devices to 0.
Devices > Storage Devices > Storage Hotplugand switch on 'Enable dynamic drive mapping' and put 'Number of storage hotplug devices' to at least 1.