The exFAT suggested below is really not resilient enough that I could trust GBs of data on it. Easily gets corrupted.

If you don't need to use it on Mac/Windows, use a FS like BTRFS with checksumming feature.

Don't use any FS that doesn't have checksum feature as silent bitrot is real.

So, nothing? Unbelievable

Ext4 and NTFS. FUSE for linux and Paragon Software for MacOS. Though often I have three partitions, so I use APFS, NTFS, and Ext4 on the same drive.

A related challenge is encryption of removable flash storage.

Linux has FUSE read-only support for decrypting APFS. iOS can read/write encrypted APFS that is formatted on macOS.

Would be nice to have encrypted ZFS support on multiple platforms, including iOS and Android.

I have experience with ext4 not through deliberate choice but through circumstance.

ext4 can't be natively mounted in Mac and Windows but you can install third party software and still mount it from the command line easily. And of course ext4 works fine with Linux natively.

I don't know if you can install the Mac OS or Windows OS on an ext4 drive and directly boot from it, however.

ExFAT is becoming a good option on all three. Windows and MacOS have native support, and more and more Linux distros are getting support as well I believe.

NTFS