Your motherboard most likely doesn't support hot-swappable drives. This is the reason why the drive didn't appear when Windows was booted up and you powered on/off the external drive, or by unplugging USB and plugging in via eSATA.
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To disconnect a Serial ATA hard drive from the computer when the computer is running, you must first use the "Safely Remove Hardware" icon on the system tray to dismount the drive from the Operating System. If the Serial ATA hard drive is not listed under the "Safely Remove Hardware" function, the motherboard or Serial ATA controller does not support hot plugging and the computer should be shut down and powered off before disconnecting the hard drive.
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http://wdc.custhelp.com/cgi-bin/wdc....i=&p_topview=1
I have a Nexstar eSATA external enclosure as well, and it behaves just like yours - minus the part about having to format twice. I don't know why you had to do that, I only needed to format once.