Format to MS-DOS (FAT) still doesn't allow more than 4GB on USB flash drive

I have a 32GB USB flash drive but it only allows files that are 4GB of lees to be placed on the drive. I've read that I can remove this limit by formatting the flash drive on my MAC by going to Disk Utility>Erase>MS-DOS (FAT)>Erase. I've done this but it still won't allow me to upload (movie) files larger than 4GB.
Apparently if I format it on a PC it works just fine BUT I want it to format properly on my MAC.
Any ideas?

That's normal. FAT32 and FAT don't support files bigger than 4 GB.
What you can do is to format the external drive in exFAT, but do it on a PC. If you format it on the Mac, PCs won't be able to read it. exFAT removes the 4 GB file limit.
Another option is NTFS, but you will need a third-party app on the Mac to write in it

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