Oh well...When I woke my computer this morning, I saw the notification that the new disk was ejected.
I have still more exploration ahead of me before calling Apple. I see in the logs, just as the computer woke up,
"kernel: (apfs) nx_mount:1555: disk10s1 reloading after unclean unmount,"
Somewhat later
diskarbitrationd: [com.apple.DiskArbitration.diskarbitrationd:default] IOReg volume name changed for /dev/disk11s2 to name TMSan5.
and the volumes, when I remounted them, appeared in new locations on the Desktop (since Finder didn't think they were the same disks for which it had saved information).
I also see that overnight backups ran to my other two disks, but not the new one. It seems reasonable that the disk was unmounted when the computer went to sleep.
Right now I have the new disk plugged directly into the computer and the other two into a CalDigit hub. I'm going to switch things up when I retire for the day and have all three disks connected directly to the computer, just to rule out any interference from the hub.
Prior to getting this third disk, I just had the two, both connected to the hub. Maybe the hub continued to provide power to the disks when the computer slept and that prevented the disks from ejecting.
So, maybe it is a sleep issue after all. I'm going to have to increase my whiskey dosage.