The below guide shows the way to attach an USB hard drive into the VM, to allow VM access the hard drive directly without going through Hyper-V host.
Conditions:
1. The USB hard drive must be in NTFS
2. The USB hard drive must attach to Hyper-V host
3. The USB hard drive can only be accessed by 1 VM at the same time.
1. In Disk Management of Hyper-V host, select the USB HDD, in this scenario, Disk 3 is the USB drive