I don’t know if it’s just because I’m largely on Mac and Apple’s drivers suck, but I have run into lots of data corruption issues with exFAT on large drives (1TB+). More than enough for me to stop using it.
(Now I use NTFS and Tuxera’s commercial Mac driver, because I don’t know how else to have a cross-platform filesystem without a stupidly-low file-size limit.)
It isn't a 1st class fs in any OS so it lacks some polish tooling-wise etc., but it should work fine for basic file transfer jobs.
I'm using it on an external HDD for copying/watching video files between Linux and Windows boxes and haven't had any problems yet.
On the other hand 7-8 years ago I tried to use an UDF partition for sharing a common Thunderbird profile between Windows and Linux and had done strange errors on Windows side after a while. I didn't dig further so it may have been a non-udf os or tooling issue, or it may have been solved in the meantime.
(Now I use NTFS and Tuxera’s commercial Mac driver, because I don’t know how else to have a cross-platform filesystem without a stupidly-low file-size limit.)