What Mac are you using and how is that SSD connected to the Mac. The 870 EVO is a SATA SSD from what I can determine, which would mean it's connected via some kind of internal SATA connector or in a USB external enclosure.
I would not recommend running a VM on a ExFAT formatted drive on macOS. Format it as HFS+ or APFS with a GPT partition map.
If all you want to do is create a new VM, you're going about it the hard way. Just go through the steps to create a new VM and install from a Windows 10 ISO you download to the Mac from Microsoft. When creating the new VM, choose to save it on the file system that's on the second SSD.
- Paul (Technogeezer)
Editor of the Unofficial Fusion Companion Guides
