Ableton Forum

at the midi preferences, just as like you choosing more than one same devices. i could give you a screenshot in a 2 hours or so

did you set ALL ports? at my own zeroSL there are 3 ins and 3 outs!

choose your device and ports in midi preferences

Did you tried fix permissions?
What file system is on your WD Portable Hardrive? If NTFS -- OS X couldn't write there, only read. If so you have to reformat it to FAT32 (if you still want to use it with Windows too) or to any of OS X file system (if not). Don't forget to backup all data first ...