@LesTR I've identified the problem and notified TP-Link tech support. The problem is that by default, if formatting HFS+ extended (both case and non case sensitive) it also formats journaling. The router cannot handle the journal, and overwrites it corrupting the filesystem. To fix, disable the journal. On your mac after formatting, mount the drive and get a command line (open terminal). Assume that your drive is named NameOfYourDisk. nter the following command at the prompt:

diskutil disableJournal /Volumes/NameOfYourDisk

Eject the drive and then attach it to the router - that should do the trick. Obviously, test this yourself on something that does not have important data as formatting will wipe it.

And equally important - without the journal, a power outage or reboot while the disk is being written has a chance of causing filesystem damage that you will need to connect to the mac to fix. 

Typical disclaimer applies: I'm not a TP-Link employee, and your milage may vary, but it's working for me.

Thank You @ffr2822! I'll give it a try, hopefully it can fix this annoying bug 

Hello everyone,

I just want to put my updates on this topic.

I have tried disable journal as @ffr2822 suggested and it looks good for start, I was able to reboot my router and backup still works. But after some time this issue come back after power outage (there was no running backup at that time as I wasn't home with my laptop).

Right now I'm testing another setup. Basically I just change filesystem on external drive from hfs to exfat. With this setup I don't expect Time machine will works but it does! Speed is pretty same, right now I already reboot my router (without clicking to unplug disk) 5x times and everything is still ok. I also expect more higher change to recover exfat in case of failure as it is more simplest fs and more tools exists.

Let's see after some time.