I cannot copy files from my MAC to a thumb drive

I have tried reformatting my Thumb drive to exFat (I need this particular file to be accessible to MACs and PCs.

I have tried relaunching my finder

I tried rebooting my system

I'm at a loss - how hard can it be to copy or drop and drag from one location to another

I'm on Catalina version 10.15.2.

Please help - I have a MP4 file for a video that I need tomorrow on multiple thumb drives