If the files copied across, then the backup didn’t fail as such, but no idea why you get this error message, as I do weekly backups to an external USB drive and I’ve never seen that message, but I have a DXP4800 Plus. Maybe check with Ugreen’s support?
I take it that you’re aware that this will make it harder to copy the data off the drive, in case you need the backup, right? That’s at least if your computer uses an operating system that isn’t Linux. My backupdrive is exFAT formatted for as wide compatibility as possible.