I have a NAS drive that I want AV to ignore. I have entered N:* in the Exclusions list but it stil pesters me about files it thinks (wrongly) are suspect. I’ve even used \NAS\public*.
CIS can be really ■■■■ at this sort of thing…
You are currently unable to exclude anything on an external drive. This is by design due to the fact that offline files aren’t constantly monitored by CIS and could have been infected by another user.
You can report the false positives as mentioned in this post. How to report False Positives - Please read this before submitting !
But I’m a grown up, sentient and everything! ???
It’s just the way the product currently works. I’m sorry, but there’s currently nothing I’m aware of which can be done to address this issue. 
The best thing to do would be to report the files which are detected as false positives on this page. Comodo analysts will quickly examine them and fix any false positives.