A couple of things to try (SWAG):

1. Disable Antivirus. A long shot, but maybe.

2. Update the drivers for the device. Technical and annoying to do if you do not know how. Might help.

3. How is the target drive formatted? Default formatting is probably FAT-32 or FAT-16 depending on size. I understand this happens less often with NTFS formatted drives, so you might want to give that a try.

4. Do you see the same behavior when you copy from the command line rather than the GUI? Do you know how to copy from the command line?

5. Sometimes running check disk against the drive can help; sometimes not. Seems silly but maybe.

6. Defragment the drive? I would not expect this to help if it is a thumb drive or SSD since that should auto-fragment to help with wear leveling; well I assume it should, but it was a suggestion I do not put much faith in.

7. By default write caching is disabled for external drives on Windows 10. You can enable it from the device manager (under policies tab I think).

8. One person recommended disabling Remote Differential Compression because it can consume significant CPU cycles, but it seems unlikely this would be used for a file copy so should only eat the CPU if you were using it while connection to something else. And if you have a newer computer it should not matter at all. So, seems silly, but this is set on the windows features.