The problem that the OP has is not exclusive to the Shield and is an issue with SMB, and is a fairly common issue especially when mixing SMB (Windows protocol) and Samba (the open source version of SMB and what the Shield actually uses). If fact though, you can attach a external drive to the Shield and share the entire drive over your network.
File sharing over a network in Windows 10 - Windows Help Jun 13, 2019 How to share external hard drive network - allpcstuff The Benefits to share external hard drive on your network, is that you will no longer need to move your hard drive between one device to another. The hard drive will be in a central location, where you can connect to your hard drive from any computer or device on your network. You can share your photos, documents and movie files easily, all in How to Add a Hard Drive to a Network - dummies Putting a hard drive up for grabs on the network is done primarily by sharing folders on your computer with other computers on the network. But it’s possible to connect a hard drive directly to the network — a hard drive that doesn’t have a computer attached. It can happen in one of two ways. Set up external USB hard drive as shared network drive
May 21, 2013
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Share an external hard disk drive | MacRumors Forums Apr 11, 2008 How to Share an External Hard Drive Between Mac and Windows Mar 31, 2020