Just force your Mac to quit by holding the power switch till is shuts down. Reboot.

Hopefully, you have Time Machine enabled. If so, you can restore your entire system to your last APFS Snapshot (or any other within the last 24 hours). These are written hourly. Takes a minute or two.

https://www.motunation.com/forum/viewtopic.php?t=64689 

Thank you for your advice, reinstalling Finale "only" solves the problem.
It always appears, when I am traveling and using my MB Air 2018 using USB-C hub to connect power and external MIDI keyboard (now M-Audio Keystation Mini 32 MK3) on one Thunderbot 3 port and external SSD NVME WD 2TB in WavLink enclosure connected to other Thunderbolt 3 port. As soon as the system,goes to Sleep, Finale stops to recognize the MIDI keyboard forever and starts to be slower when restarting. Strange enough - it loads MIDI samples faster when I play the score first time, opposite to loading slower when reinstalled. After reinstall action Finale works fine again. That been said - no sleep, shut down all the time, or reinstall Finale every time....

I am not a great believer in leaving programs open while the machine goes to sleep. Even though often nothing bad happens, sometimes things do, and I am habitually inclined to play it safe.

Finale "only" solves the problem

If that works, you can restore Finale and your settings much faster in Time Machine — that is if you have it enabled. You do not have to be connected to the backup as long as you are restoring within 24 hours. The MacOS has the tools you need. If you have TM enabled, I can show you how; if not, I can’t.

The real issue is that you are writing to an external drive while traveling. You say only that it’s a WavLink enclosure — which one is important so please tell us. I suspect bus power is the culprit. When the system goes to sleep, so does the drive and when it wakes up power has to be restored which introduces a timing error. There are ways to eliminate the problem but I need to more about your setup. Besides the WavLink unit, what’s the size of your System drive?

Finale is not the culprit; only the symptom. Since the Mac is a 2018, your OS is late enough so it doesn’t matter.

You can check the WavLink enclosure model here https://www.amazon.de/-/en/gp/product/B075V1X8WY/ref=ppx_yo_dt_b_search_asin_image?ie=UTF8&psc=1

My system drive is 512 GB.

Thank you for your time and advices.

In order for the rest of my post makes sense, you need to understand that USB-C is a port, not a protocol. Cables and drives have different ratings, sometimes buried in the fine print. So that you know the difference, USB 2 is rated 480 Mbps, USB 3 is 5Gbs, USB 3.1 is 10Gbps, USB 3.2 is 20Gbps, Thunderbolt 3/4 is 40Gbps. If that's not confusing enough, there are now protocols such as USB 3.2 Gen 2 rated 1080 Mbps (huh???) — pay attention to the Gbps speed so you know what you are really getting. Real world speeds do not come close to the theoretical specs but that doesn't matter. USB4 and TB4 do not apply to your Mac.

Thanks for the link and info.

Wonder no more, that USB 3.1 drive is the immediate cause of the problem. I have a small box of USB 3 and 3.1 drive docks and hubs over USB-C with the exact same issue: They don't always wake up after my Mac goes to sleep or reboots. When this happens, the drive image should disappear from your desktop (you do have it showing in Finder/Preferences, right?) but that is not reliable as I've learned. The fix in most cases is easy: Unplug that cable from your Mac and plug back in—sometimes, you have to reboot. You shouldn't have to reinstall Finale. Wait a minute and see if everything comes back to life. If it does, you are ok till the next time (that operation is a PIA on an iMac Pro, I assure you).

Whether or not that fixes you up, you have two choices to make this go away.

1) For most users, 512GB onboard storage is enough drive space for most apps and active Work Files. Apple has designed the MacOS so that the default locations for Apps, Plug-in, Application Support and Work Files (Documents, Finale etc.) are on the System drive—and that's where you should put them. You will need to reconfigure your drive. Years of Finale files just don't take up that much space but, if you also have large DAW or AV projects as I do, you'll be keeping Active projects onboard and archiving finished work to your external. 

There are plenty of files that you can offload to your external drive including movies, iTunes/Apple Music (Apple has support docs that show you how), 3rd party VI Libraries, even the Garritan Instruments for Finale if you are desperate for space and, of course, projects you aren't actively working on. This way, when that drive is unresponsive (say, an error pops up that iTunes becomes unavailable), unplug, re-plug and wait a minute and you're good to go. USB 3, 3.1 is plenty fast enough.

2) Throw money at the problem. USB 3/3.1 over USB-C are unreliable in my experience but Thunderbolt 3 is absolutely rock solid. This is the one is good:

https://www.amazon.com/OWC-Envoy-Pro-Portable-NVMe/dp/B08YMR64RT/ref=sr_1_1_sspa 

Others whose opinions I trust tell me that USB 3.2 Gen 2 externals are fine (really, Mike, they are). but they are using them with their desktop Macs and PCs. I can't verify that with a portable. They do cost less but I wouldn't buy one I couldn't return. I really like Amazon for that. 

USB 3.2 Gen 2 https://www.amazon.com/SAMSUNG-Portable-SSD-2TB-MU-PC2T0H/dp/B0874Y5XFG/ref=sr_1_3 

There are so-called USB 3.2 compatible flash drives that are quite inexpensive, Though high capacity, they are horribly slow. These are for offloading files only.

To be clear, I recommend doing both 1 & 2 if your budget permits.

Interestingly, on another support board, I've been told that Apple finally fixed this with the Monterey OS 12.5 update. Oh really????

Well, I'm beyond skeptical that Apple finally fixed a problem that I've been complaining about for 20 years (my 2002 G5!). But I am running MacOS 12.5 and I have the perfect hub to test this on. I bought it 3 1/2 years ago and put it in a drawer two months later over this exact issue. I don't have high hopes but it is sitting in a drawer so here goes… I should know in a few days... https://www.amazon.com/gp/product/B078853NCS/ref=ppx_yo_dt_b_search_asin_image?ie=UTF8&th=1 

Dear Mike,

thank you for your advices.

ad1)... You will need to reconfigure your drive. Years of Finale files just don't take up that much space ... 

My Finale files take more than 100 GB, because I mostly transcribe from recordings and have them saved in the same folder as Finale files, obviously. I also have to keep Windows XP (using Parallels), because my first 10 Finale years I used Windows pc. All files from that time could be opened and edited using Win XP only, mostly because of fonts incompatibility. That means another 80GB. There is still plenty of space available, but...

The main reason why I always keep all archived and working files on external drive is my data paranoia :-) I sync them from external SSD drive to my desktop Mac Mini (using another 2TB external SSD in this enclosure https://www.amazon.co.uk/Certified-Thunderbolt-Enclosure-WAVLINK-Excluding/dp/B0823X93SS), NAS and another external RAID Lacie drive. I know, that Time Machine does a very good job, but if I want to transfer all my working files (I mean all, not only Finale files), I prefer  sync software. Tobias Giesen's Syncovery does the job I need much better, because it syncs all the data from one external SSD to all my backup destinations at once.

ad 2) Throw money at the problem. USB 3/3.1 over USB-C are unreliable in my experience but Thunderbolt 3 is absolutely rock solid. 

I do not have my external SSD attached to the USB-C adapter, but to the second Thunderbolt 3 port available. I use the USB-C adapter to attach external MIDI device and power only. So the problem is - as you say - in the enclosure in connection with the Mac OS, which, according to your previous posts means to upgrade to the latest Mac OS and spend quite a lot of money to upgrade all the peripherals, especially sound cards and ProTools. In another words - more than I want to spend, especially if my DAW works just fine with my 15" MacBook Pro 2015 running Mojave 10.14.6...

Anyway, the resume for me here is to quit all the applications before the system goes to sleep. That is not a big deal, especially comparing to all being said above.

Many thanks again for your time.

Don't forget that you can use a shortcut within one folder to associate (for example) small files, like Finale files, on one drive with much larger files (like audio files) on a different drive, especially for archival purposes.

The problem affects both hubs and drives. It also affects drives connected to hubs. It’s not just USB-C. I had these same issues 20 years ago with my 2002 G5. As an aside, I used to administer networks of hundreds of Macs in school districts and have a bit of experience with Apple hardware issues.

Frankly, I don’t believe that Monterey 12.5 will fix this but, because there’s a chance and I have a hub that was particularly prone to it, I’ll be testing. I’ll be very surprised if it becomes reliable.

Explaining why it needs to be the way it is doesn’t fix the problem. Reconfiguring your setup reduces it to merely inconvenient and annoying—far better than it is now. Replacing that USB 3.1 drive with an actual Thunderbolt 3 drive makes it go away. Archive those files that you aren’t working on to your external; make an alias or SimLink to the folder. Active work files belong on the System Drive. If you have an AppleMusic/iTunes library of any significant size, move it to the external—Apple has support docs that show you how.

You do have another hardware option: Buy a Mac with 4TB or 8TB storage onboard.

Since 27 will open older Finale files, you might want to convert those Windows files someday. You can get plenty of help here with that.

Thank you for your update.
I have to rethink how to set up all my Mac OS environment.
I have ordered a new MacBook Pro 14" with 2 TB internal anyway, so for a starter it seems to be a temporary solution.