File transfer from MacBook Pro into external hard drive.

You erased the drive. That's what happens when a drive is formatted. In fact Apple calls it "erase". It doesn't convert data on the current drive to the new format.

It might be possible to "unerase" if you didn't do a secure reformat. That would specifically overwrite every last bit on the drive to make sure that nothing is recoverable. A basic reformat/erase just creates a new master file directory and has no idea what was previously on the drive. It doesn't actually write over most of the drive, which is why a reformat typically only takes a few seconds.

There are unerase utilities out there that might be able to scour the drive for files. You'll need something that unerases Windows formats, which could be on a Windows machine or even on a Mac. Here's one example:

https://www.easeus.com/mac/mac-data-recovery-resource/format-recovery/mac-unformat-hard-drive.htm

Right now I'd advise not using the drive, as anything you try writing to it could actually overwrite something you're trying to recover. Just look up "Windows unerase utility" in a search engine to find options.

If there were files on your hard drive then you formatted the drive the files are gone. You'll have to resore the files from your backup.