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If you keep experiencing this issue, you might want to backup and repair the phone with PCC
Bridge (for Mac)
Alternatives on How to backup Xperias
http://talk.sonymobile.com/thread/36355
Z5 not auto. u have to click "Detect USB" in quick menu or go to settings device connection > USB > detect USB
i think its because USB waterproof without cover, so in Z3+ and Z5 it turn to passive.
Exactly as nwh1004 said, I came from the Z1C and the Z5c wouldnt recognise my USB HDD.
I added "Detect USB Device" to shortcut and use none-powered usb otg cable and i can see my usb HDD now