It looks like the files you are copying have : in them. These are fine on unix file systems - what filesystem is the external drive? Is it VFAT/Windows format?
If so you'll need to add
--local-encoding "Slash,LtGt,DoubleQuote,Colon,Question,Asterisk,Pipe,BackSlash,Ctl,RightSpace,RightPeriod,InvalidUtf8,Dot"
To encode all the characters that aren't allowed on a VFAT disk.