Same problem here. I also own an Intel NUC D54250WYKH (the higher version). I have an external 2,5in drive, WD My Passport Ultra 1TB for my data. Sometimes it is found, but often it is not there (tried also on Linux Xubuntu and Debian live CD - same scenario. After some time i found a pattern - when I do "shutdown" and then power NUC on, it isn't present, but when i do "reboot" and login to OS it is present. It is present and visible in the BIOS. I have latest 26 revision.
Intel, this is highly annoying, please fix this one!