The likely answer is that your external drives also have a hibernate feature on them, and when they hibernate, Yosemite sees it as the drive disconnecting without it being ejected.
This exception is likely picked up by OS X even though the system is asleep. When you wake the Mac again, you will still see the warning, but the drives are also woken up and reestablish their connection to the Mac, so you can access them and see them as mounted.
Check the documentation for the drives that you have to see if they have a hibernate feature and whether it can be turned off. If it can, then turn it off, let the computer go to sleep and see if the warning comes back.
You can also test by setting the Energy Saver>Computer Sleep in System Preferences to 1 minute let the computer go to sleep, then wait about 5 to 10 minutes and wake it again. Unless the external drives are taking their cue from the USB card and hibernating the drives, they likely should not have entered hibernation, which means when you wake the Mac, you shouldn't see the Disk Not Ejected Properly warning.
Though less likely check the documentation for the USB 3.0 card and see how it behaves when your computer goes to sleep. Maybe it enters into low power mode that causes it to loses its connections, sort of like how your phone won't charge from a USB on a shutdown computer.
I thought of another thing that you can check for. Take a look at *Energy Saver>Computer Sleep** in System Preferences and see if the "Put hard disks to sleep when possible" is checked. This really should only effect internal HDDs, but maybe that could have a knock on effect to your external HDDs as well.
Also, if you have not filled these drives up yet and have the room to back them up, I would recommend going into Disk Utility and formatting them as Mac OS Extended (Journaled), or even better as they are externals, Mac OS Extended (Journaled, Encrypted), if you have not already done so. While most manufactures say that they are Mac compatible, what it usually means that they are ExFat formatted. If you are using the drives exclusively with Mac, it is always best to freshly format them to the native OS X format. It also has the added benefits of wiping away all of the OEM "utilities" that generally do nothing but make performance worse.