This issue is not uncommon among Mac users. As they reported, if you export directly to a FAT-formatted drive, a defect in current versions of Photos causes an empty file to result. Exporting to the desktop and then copying things across is the workaround.
Although the exported folders show Zero bytes on the external SSD, there may be content, you can try to open the zero bytes folders to see whether your exported RAW photos are there.
If unluckily, there are no contents, perhaps, the drive is corrupted. You can run First Aid to check and repair the disk. It may make the exported RAW photos show up.
Have you deleted the original RAW files in the Photos app after exporting, if you haven't, you can create a new folder on the desktop, export the RAW files from Photos to the created folder, and then try to transfer the folders from Mac to external hard drive.
In case, the original RAW photos haven't been deleted and the First Aid doesn't work(perhaps the problem is not disk-related), you may try third-party recovery software to recover files from an external hard drive, iBoysoft Data Recovery for Mac is recommended.