What am I doing wrong?

Perhaps your cell phone? You'd need an adaptor cable for the different storage devices you've mentioned -- there are some with multiple inputs that output to the standard USB C input seen on most phones. 

Thanks Mlsstl, I use my phone at present which has a dedicated Bluetooth processor, the trouble is that the Battery, Clock, Processor go out of Sync, which causes high pitched change to the audio, tried changing to the processor generally used in the phone, that is no better.

Then maybe consider a DAP?  I think some of them support external drives but you'd need to check the specs carefully. I have a Hiby M300 which I like but it only supports micro SD cards, though you can upload additional tracks to the card using the USB C input.  Lots of DAPs on the market so I suspect you can find something that will work for you. 

Any streamer etc with a USB input should work with the correct adaptor. granted the streamer etc can use external storage devices.