wow ... I'm surprised a flash drive even worked at all with connecting directly to LW. Chances are at some stage LW has been opened whilst the flash drive was not connected, else, LW was very slow to shutdown whilst the flash drive was disconnected from computer, thus mucking up the LW download preferences. Else LW had problems reading from the flash drive (a problem I had with using external drives in past with LW) & thus reverted its downloads to default location. Else, something such as permissions has changed on the flash drive (likely in this case.)

To resume, select the incompletes from that folder in Library window & press resume button.

As far as permissions go, I've heard of flash drives giving that error before. Usually due to way it was formatted (fat or ... etc.). Else the drive was near full capacity. An example of one type of flash drive was it had a maximum number of files it could hold when formatted a particular way. You didn't specify which brand & model of flash drive so I can only surmise it was something similar.