Handling multiple external drives

I have a video collection spread on multiple external drives but they’re not always plugged. I just plug in the one that I need.
Now every time I plug in an external drives windows uses the same drive letter, so I linked a movie collection on Plex on that drive letter. When I plug in the first drive Plex scans all the files and fills up the library, but when I unplug it and plug in another drive on the same letter, Plex substitutes all the library with the new files.
I would like to see my entire collection on Plex. How should I do that?

P.S. Also I would like to know from Plex on which external drive that file is located using names or tags, but maybe this is a more advanced topic.

Your use case is not really possible with Plex.
Remember: Plex is a server meant to be used by multiple clients.
Those clients can also be remote from the server. In such a situation, it is impossible for the user to plug in the right hard disk.

You can try the following:
Settings - Server - Library - ‘Empty trash automatically after every scan’ <= DISABLE
(this is recommended anyway with external media storage)

Or think about using something like this
https://www.amazon.com/Rosewill-Enclosure-Removable-RX305-4B/dp/B00S7UTX26/ref=sr_1_9/140-6336434-2681645?s=pc&ie=UTF8&qid=1514550455&sr=1-9&refinements=p_n_feature_keywords_browse-bin%3A2886967011