I can’t really use NTFS because Linux can’t write to it.
This is not correct.
For example, there is the driver ntfs-3g. This allows read and write access to NTFS partitions. The disadvantage is that it uses FUSE and is therefore slower in some cases.
Since kernel 5.15, read and write access is also offered by the drivers provided by Paragon (ntfs3).
Because I personally use btrfs as file system for Linux, I use WinBtrfs under Windows.
ExtFAT would also be a possibility. However, one should be aware that the file system was originally designed only for flash memory storage such as USB sticks.