We have no idea what you are talking about, for starters.
I assume this is EITHER a TV with some kind of recording function OR it is a Digibox Recorder (possibly a Sky box).
So: what is it? Make and model please.
Having said that, it APPEARS, based on your somewhat rambling account, that you probably have a memory stick or a USB hard disk plugged in, onto which you are recording.
That would explain why you can view live broadcast but the set (or box) - "unit" - complains that the USB device is not connected.
Check that the memory stick or USB connected hard disk, or whatever, is plugged in properly.
You could do worse than read and understand all relevant manuals. (Searching for them on the Intery if necessary)
Shisjhdh
January 2020