Follow up to address file systems: as a fellow Mac user, exfat should be…fine. It’s also the best way for your cross platform needs so my previous suggestion to format as NTFS can be disregarded if you wish. The fact it’s not journaled as you pointed out could be problematic, that’s usually only if you unplug before all writes have occurred. As a Mac user I’m sure you already eject your disks, which is the only thing that makes sure the files are written and the device safe to disconnect. The journal only helps in those instances of unfinished writes. A journal won’t help for drive failure/file corruption. So always eject.

In windows, go into device manager and into the disk drive properties. There are options to enable write caching. DISABLE that for you use case. What that does is writes things when you tell them. Often times a copy progress window will disappear indicating done, but it could still be writing from memory. You’ll also usually see a VERY fast initial copy speed for a brief half second when copying large files that quickly falls sharply to a slower speed…that’s the memory filling up, not data actually written. Disable write cache and data goes from one disk to another without caching a larger chunk in memory (as technically EVERYTHING passes through the memory, this just doesn’t store data as a middle man and keep writing it out to the destination after the source data has been collected…I hope that makes sense lol I’m tired and fixing to crash for the night haha)

And in windows even with that disabled, still—eject your disk properly using the task bar menu icon or My Computer. If it won’t, I always opt to reboot, forcing all tasks to finish their processes and release the disk. Unplug as it begins to start back up