You don't need to add path to the folder with blocks in order to be able to use them in Content palette, but the external disk with drawing you have in Content palette should be always connected and Volume should be mounted in macOS. Are you sure that external drive was connected and properly mounted at the time when you got the alert from AutoCAD? Can you always reproduce this issue?
BTW: it is not a good idea to add drawings to Content palette from external drives.
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