If playing games, find something that has external power. Laptops can tend to throw their USB3 into power saving modes which drop the external drive out. Check BIOS to see if can turn off any power limiting options to the USB.

cheapest is to get a PCI-e NVME SSD and a USB-C enclosure

I can get around 10-20Gb/s data transfer with this setup, enclosure was around 20 bucks from PBtech, SSD was around 300 for 4TB or 100 for 1 TB, roughly

note i don't do this for gaming, my PC USB-C port direct to CPU (?chipset) data transfer rate was for backing up files