Clock Work Mod Recovery isn't picking up External SD Card
Check the size and format of your SD Card.  The current ClockworkMod recovery version (6.0.3.x) doesn't support exFAT partitions. If you have a newer card that is over 32GB, chances are it's formatted using exFAT file system, due to limitations of FAT32 on Windows. The solution is to either use a smaller card formatted as FAT32, or use a different recovery that supports exFAT, such as TWRP, for example.