Question EXfat HDD discrepancy depending on if connected to Mac vs Win 10

[RollWave]

So I am in the process of moving files from my mac laptop to a hard drive on a shuttle PC that I’m repurposing as file storage / plex server. I got an enclosure for the HD and have copied my files over to it from the mac. When I plug it into my windows PC, a lot of the larger files aren’t showing up on the HD. When I take it out and plug it back into my mac I see them again. What gives? What am I doing wrong? I formatted it as exFAT in the beginning, should I not have done that? Please help!