Start by uninstalling the Western Digital software. It has nothing to offer regarding allowing the Mac to use the drive, and manufacturers' drive utilities often get in the way.
Next, eject all of the drives that are connected to your Mac.
Reboot the computer and ensure you are running Mojave 10.14.6, the most current version. If you are not, then check for and install and available updates for Mojave. (NOT looking for OS upgrades here).
Then reconnect your new drive, launch Disk Utility and try again to format the drive.