Ok, so at least the SD card doesn’t get unmounted suddenly. I can’t help you with the explorer behaviour, somebody who’s running Windows will have to answer that.
I would strongly advise against formatting the SD card as internal storage, the risks far outweigh the benefits. Have a look at the SD card guide for FP3/FP4.
I wouldn’t rule it out as a potential problem, the FP4 is a bit picky regarding microSD cards, especially if they are made by SanDisk. There’s a long thread about it here and a ✏ List of compatible micro SD / SDXC cards for FP4
Maybe try formatting the card as external storage and see if the transfer problems persist when writing directly to it. If you have other microSDs lying around, it would be also very interesting to know if they exhibit the same problem 