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cager - what does Process Explorer report - see ==>>
How to check what process is your holding external device - there's a link in that post to the Process Explorer page at MS.
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theducks - if the Windows Search Indexer had a file open, utilities would be reporting 'searchindexer.exe' not 'calibre.exe' or 'calibre-parallel.exe'. When I have this problem it is usually an instance of explorer.exe that is holding the 'lock' on the drive, if I wait a minute or two I can usually eject the drive.
Windows Indexer did have its problems (performance, reliability, etc) in its early days - it shipped first in NT 4.0, but it's been improved markedly in the 20+ years since. IMO it was pretty good in Vista, better in 7, and in Win 10 it's very good. I've had it indexing my calibre libraries since March 2012 (Win 7 and 10), with no adverse affects on calibre performance, functionality, reliability or otherwise - caveat, my libraries are on SATA HDD drives.
BR