Can't format USB Thumb Drive for Bootcamp Install Files

You must use the MBR partition scheme and format the flash drive using MSDOS (FAT32.)

Disk Utility (El Capitan)- Partition a physical disk

Hands-on with Disk Utility in El Capitan

You will only create the default volume - 1. In the second image you posted you need to select the MSDOS Format option from the dropdown menu that contains, "OS X Extended Unjournaled."

Insert the flash drive. In Disk Utility select the out-dented (usually, drive size and mfgr.) entry. Click on the Erase icon in the Disk Utility toolbar. Set up the dropdown panel as so:

Click on the Erase button to start the process.

I think you must be creating more than one partition according to the error message. The instruction in my last message illustrates the initial setup to erase the entire flash drive, create a new volume named "Untitled" with MS-DOS format and MBR partition scheme. Click then on the Erase button. Only one volume should now appear on the Desktop for the flash drive. It will likely be named, "UNTITLED." Eject it then re-insert it. Quit BCA then restart it. See if it works now. Are you using USB 3.0 supported flash drive?

Good luck!