Try copying one file at a time to see if the process completes.
It's possible that some files are corrupted and can't be copied to your Mac OS Extended (Journaled) drive. If you're copying a lot of files at once, it's advisable to start small and then gradually increase the number of files to rule out the offending file.
As an alternative, you can copy the files on Mac using iBoysoft MagicMenu. It allows you to right-click to quickly transfer selected files to a customized destination.
If that doesn't work, you can copy files in macOS Terminal with the cp command. Organize all the files you want to transfer to the WD drive into one folder, then use the command below to transfer them.
cp -R source_folder_path destination_folder_path
For instance, to transfer the folder named "software" from the drive named "Jenny's USB" to the drive named "WD", use: cp -R /Volumes/Jenny\'s\ USB/software /Volumes/WD