I got this problem, since I have a portable hard disk with all my music backup.
On Android any Music app can easily read music files and create playlists from any external device, but here on Windows 10 Mobile Groove can't read files from an external device and the same does foobar2000, apparently.
They can only scan music from the phone Music folder and nothing more.

Is this a Windows 10 Mobile issue?

Thanks in advance.