Using external storage is possible on the Windows app, using the USB over IP feature. Remember that it is only available on this app and will very soon come on other apps.
The Shadow box is capable of detecting USB drives, and we recommend the box to those looking for added USB support overall. Because the Shadow box uses its own software to communicate with our servers, devices connected to the Shadow box are more likely to be successful.
If you're willing to use this kind of devices, we recommend you to plug it on the back ports of the Shadow box.