The simple thing is Lighting Port may not provide enough power to mount the USB drive and show an error message that 'too much current required' type pop up, So you need to power that Adopter / OTG whatever you buy and once you do make sure you have the 'Files' App installed in your iPad, From there on you will see the USB / HDD drive.
A simple USB Type - C port can do the thing easily which is why iPad Air 4 will be released next month comes with that, No more iPad Pro Luxury anymore.