I think hdparm does not support all external disks, it depends on the disk.
I use two external disks connected to USB3 ports of my N2. One is supported by hdparm, the
other gives the same error message as you have seen.
If you have problems with hd-idle from the system-plugin, you can compile it by your own.
You can download the source from https://sourceforge.net/projects/hd-idle.
It is only one binary file, I stored it as /storage/.kodi/userdata/hd-idle
and put the following lines in autostart.sh:
# hdparm not working for all USB-disks -> use hd-idle
# disk idle after 10min
You have to compile hd-idle on your CE-box:
install GCC with entware, if not already done
1.b opkg install gcc
download and unpack the hd-idle source from the link above