If you improperly eject a disk while the filesystem is in a flux state it doesn't matter which disk you use you're very likely encounter that issue again. More so with some filesystems than others. APFS is for some reason worse in this regard, so best stick with the traditional "HFS+ w/ Journaling" on a Mac.

If you transfer large collections of data you could/ probably should use rsync and not the Finder, preferably in a screen or tmux session. That way any crash of any of any the UI components will not mess up the copy process (even if Terminal.app goes down you'll be able to reconnect to the screen/tmux session with the copy process still doing its thing). Also make sure your external disk has proper power all the time during the process (preferably do not attach another device during that time.)