After further testing:
If I switch on and use the e-SATA HDD, as usual, for backup, then turn it off again, Windows 7 always hangs at shut-down. Depending on how long I leave it hung, it either eventually BSODs with 09f and restarts or, if I switch off at the system unit's power switch, there is no BSOD or minidump, but on next starting I get the offer to start in safe mode screen.
If I don't use the e-SATA HDD or I leave it on until after Windows shut-down, I can shut down normally. Remedy, I suppose, is just to leave it on. Still it's puzzling. After upgrading the Intel RAID software to Rapid Storage Manager, iastors.sys reports v 9.6.0.1014, file-date 03.03.2010. When I switch on the e-SATA HDD, it is visible in the IRSM Console, and when I switch it off, IRSM reports its removal. After switch-off I can't detect any error or sign of Windows still thinking it's there.
The only other possible culprit that occurs is if 'System Protection' is turned on for the e-SATA HDD when this is on.
Curious!