Cross Platform portable SSD drive encryption?

Just switched to a Mac and have a question about encrypting external SSDs. I understand the options for applying encryption to an Apple formatted drive via Disk Utility and using Bitlocker on Windows. My work uses Windows and I have a windows gaming rig at home (even though this M1 MacBook Air blows that thing out of the water...somehow).

The ask: is there a native way to apply drive encryption to exFat formatting and allow for cross platform functionality on macOS Big Sur and Win10? Thank you for your time in reading and any advice offered.