Check the support pages of your drive manufacturer. eg with external WD drives you have to use WD Drive Utilities on Windows to configure the sleep timer.
I'm have connected a 14TB WD MyBook and a 4TB WD MyPassport here on my RPi5 and both power down after half an hour of inactivity (that's the default sleep timer config of those drives).
If the drives don't shut down after shutdown check your BIOS settings and see if you can find an option to cut power to the USB ports after shutdown (disabling wake-on-USB might help, too).
I've also seen some USB hubs to interfere with spindown after shutdown, so if you use one also try with the drive connected directly to your PC.
so long,
Hias