time machine backup, disk not ejected error message

I bought a new MacBook Pro recently as well as an external monitor, additional keyboard and mouse, printer, and external hard drive for Time Machine backups—everything is new. I initially had problems with the TM backups, but that seems to have been resolved. However, I'm still getting frequent error messages saying "disk not ejected properly." This only happens when the backup drive is connected through a hub rather than directly to the laptop. I'd rather have it going through the hub. Could this be connected with "sleep"? When I first use the computer for the day, there are a dozen or more of these messages that have accumulated while the machine was idle overnight, whereas they don't seem to happen when I'm using it, unless I take a break. Is there a good solution for this? Is it actually a problem that I'm getting these messages as long as the backups are occurring?