Nice find. It seemed like there was some lag on the text editor between pressing a Touch Bar button and it activating on the screen, but perhaps that's just that particular app.
I'm pretty sure this is a cable problem, not a HD problem. What kind of cable are you using to connect the HD to the MBP?
Its a 3rd party dongle from china. If it's the cable that begs the question why this exact same cable works fine with wi-fi for the 12" retina.