Is the HDD connected via USB 3? Apparently, USB 3 is really bad for Bluetooth interference. Might be worth switching to a USB 2 port to see if it makes a difference.
I have an external HDD hooked up to my RPi 3B+ (USB 2.0 only) and the RPi still does a great job picking up the Bluetooth advertisements from all over the house. USB 2.0 still seems plenty fast enough for my workload.