I see that you are facing multiple issues on this one, I wish to help you from scratch.
Download winutils.exe from the following link. This particular link will redirect you to GitHub and your winutils.exe must download from this.
Once your WinUtils.exe is downloaded, try to set your Hadoop Home by editing your Hadoop environmental variables.
You can get the sources from this following link.
You can download Hadoop Binaries from this following link.
Pointing Hadoop Directory #HADOOP_HOME from the external storage alone will not help. You also need to provide System Properties -Djava.library.path=[path]\bin to load the native libraries (DLL).
I hope this must fix your issue. Have a glad day.