Mac cannot format/partition an SD

I'm trying to use a brand new 256 GB sd card.

When I first inserted it in my MBP it says there were errors that couldn't be repaired.

I though I'd format it, also because it was in exFAT and I wanted it Journaled.

Then: the havoc.

Nothing seemed to work.

Disk Utility can't ERASE it, neither in Journaled nor in exFAT. Error seems to be it "couldn't modify partition map"

Disk Utility doesn't give me the option to PARTITION it, either. The button is greyed.

I have tried it on a Windows 10 machine and I could Format it in exFAT but when inserted back in my MBP - where I need it to be - everything just started all over again.

Any hint?