this post was submitted on 10 Aug 2024
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With thunderbolt you can connect it whenever you please. Your OS doesn't initiate the thunderbolt connection until it's in the operating system anyways. Plug it in, turn it on it makes no difference. Disconnecting you need to make sure you safely eject the device or you will get a blue screen.
M.2 adapters are almost never hot plugable, those need to be done with your laptop off. That is literally the same as having a desktop and slotting in the card there. Just make sure your enclosure is off when you're connecting or disconnecting anything and you won't hurt anything.