Is the partition on the drive you copy to formatted as exFAT or as NTFS? NTFS can't be written on a Mac.
Possible solutions on https://www.howtogeek.com/236055/how-to-write-to-ntfs-drives-on-a-mac/ .
Or convert the whole drive to FAT, or make 2 partitions: one NTFS for full use in Windows and read only in Mac, one FAT for full use by both systems.
I have a (Western Digital) WD Elements USB 3.0 that I got recently. I have to switch often between a Mac (school computer) and HP (personal laptop) and while it works fine on my HP on the Mac I can only pull out files, I can't drop files in. Whenever I try to drop files in from the Mac I get a circle with a slash through it. There is no error message.