If you want Keka to be able to operate seamlessly with your files in all your external disks, such as USB or Thunderbolt drives, you can Enable external volumes access in the Keka -> Preferences -> Files Access.

If you're using the Mac App Store (MAS) version of Keka and due to Apple's Review requirements, Keka can't select the required folder for you so you'll need to select it manually:

1. Click the "Enable external volumes access" button
2. Go to your main disk, usually named "Macintosh HD"
3. Select the "Volumes" folder. If you can't see the folder (it's a hidden one) press ⇧ Shift + ⌘ Command + .
4. Press Return or click the "Give access to Keka" button

You should now see the item "External volumes access" in the File Access list.