Solution
This is probably caused by the power fluctuation on the SATA HDD power wire. Some power supplies come with multiple SATA power connectors on one power wire. With this type of wires, when you hot plug the SATA HDD power, a sudden voltage drop may occur on the SATA power wire due to the additional loading from the newly plugged HDD. Operating system would detect this power instability, and execute the self-protection action (BSOD) to avoid further damage to the HDDs. To work around this issue, please use a separate, dedicated SATA power wire for the HDD with OS. This would avoid the SATA power fluctuation on the HDD with OS when you try to hot plug.