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Devices are detected by the phone but do not run. For instance a Seek thermal camera that used to run on my Z1 does not work. It is detected by apps such as Easy OTG checker. I've followed the steps in Settings-> Xperia connectivity
In the Quick Settings is a "Dectect USB" function. After turning on and plugging in your USB device use that function and your Z3+ will see the USB attached device.
Sony / Android implemented this feature so now the phone doesn't permanently scan for USB devices (as previous phones did) thus saving battery.
It might be that the data connection over USB hibernates by default to save power.
Either pull down the shortcuts menu and click on Detect USB Device, or go into Settings > Xperia Connectivity > USB Connectivity and select Detect USB Device from there.
Hopefully that should solve the issue.
Hi @timultima, sorry to hear that. 
If your phone is unable to find a connected device when you choose to detect USB device it could be because it isn't connected properly. Do you connect the USB drive using an OTG cable or is the USB drive designed to be connected directly to the phone's micro USB port?
Another reason could be that the USB drive uses a format other than FAT32 and exFAT that the phone can't read. If that's the case it needs to be reformatted which can be done on a PC.
Hello @sa2119 and welcome to the community!
After you connect a USB device to your Xperia, you need to go to Settings -> Device connection -> USB Connectivity -> Detect USB device.