You should do as the error message says first. Right-click on the file that can't be deleted, select "Get Info," then make sure "Locked" is deselected and your account has "Read & Write" privileges under the "Sharing & Permissions" section. (Note that you need to tap the yellow lock and enter your admin password to change the settings.)
Do the same with your WD external hard drive as well but change two more settings. If your external hard drive has the option "Ignore ownership on this volume," select it. Besides, you should also click the action pop-up at the bottom left of the "Get Info" window and select "Apply to enclosed items."
After modifying these settings, you can try to empty your Trash again. If you still can't delete files from the external hard drive on Mac, it's recommended to delete them in Safe Mode or execute Terminal commands to delete them.
To force delete locked files on Mac, you can run the following command in Terminal. (Type your admin password and hit Enter when being prompted.)
sudo rm -rf ~/.Trash/*
If nothing works, you can erase your external hard drive to fix the issue. This will delete all data on the WD external hard drive. So don't forget to back up the important data beforehand.