You didn't describe what method you are using to back up to an external drive. Are you backing up your Photos library by copying and pasting it? Are you coping the photos and attempting to paste or drag them into a Photos library on your external drive? Are you backing up to a Finder folder? Are you using the Image Capture app to transfer the photos to your external drive?
A quick internet search garnered the following from a website:

So, as Richard Taylor said, it may be that your external hard drive is not formatted properly, or perhaps does not have the appropriate settings and permissions.
Also, you can try saving the photos to the Pictures folder on your Mac, and then drag them to your external drive.
-- Rich