The bluescsi can run off the termination power of the SCSI bus, but in cases where the termination power is not available or is insufficient the external power input is there. In a SE/30, you shouldn't need to use the power input.
Your issue with the one HD is probably a SCSI ID conflict. Try changing either the bluescsi's emulated SCSI ID or jumpers on the drive to change the drive's SCSI ID.