Files doesn't recognize flash drive
I have a flash drive I got from Amazon, that has a built in lightning connector to connect directly to the ipad. The app that goes along with it works fine to transfer photos, but I can't get "Files" to recognize the flash drive and list it under "Locations," so that I can copy files to it! The drive is formatted to exFAT like it's supposed to be. My Ipad is updated, also. I tried restarting the ipad, and that didn't work either. It's only a little flash drive, so it doesn't need an external power source. When I did an internet search, some websites said there's supposed to be a tab for "more locations" under "Locations," but I don't see that on my iPad. I have a regular ipad, 7th generation that came out last year, not the ipad pro.
iPad, iPadOS 14