OTG disconnects when screen turns off

I am using OTG external drive constantly. But it will always disconnect when the screen turns off. This causes data loss issues. I tried to find any related settings in system settings and developer options, but no luck. I tried to disable battery optimization etc.. None of them works. Btw, I am running Andriod 10 (non rooted) (Sony model). Do anyone know how to fix the issue or workaround it? Thanks a lot.