There are options for having NTFS write permission on a mac as well as Mac OS Extended on windows. I work at a post production studio and we house over 40 different external hard drives at any given time in a mac and windows environment. We never format to exFAT because in the past the constant ejection and mounting of the drives to different machines caused files to become corrupt and drives to exhibit behaviours similar to the ones the OP is discussing.
there are, but i had problems twice and twice bitten....admittedly i think i was unlucky, but at different times i tried both parragon and tuxera, as i wanted to share a drive between bootcamp and os x with some big files.
cant remember what way round it was but on one of them i was copying a big file and it came up an error. i restarted my computer and the drive was gone. had to take it to work's IT deparment, they said for some reason all of the directory info was gone but were able to recover everything.
using the other app, what happened was very weird and very random, and it would be understandable for people thinking i must just have had a mad moment. i had all my 130 gigs of music on it, itunes was opened and playing fine, i quit itunes. noticed my trash bulging and without thinking hit empty trash, as it came up emptying 250000 files i thought woah, hit cancel. all of my music folder was in the trash. i didnt put it there. but admittedly its a bit weird and i could just as easily blame itunes as the NTFS drive, or even a drive problem unrelated to the NTFS mac driver.
i also got more than a few kernal panics which i wasnt used to getting.
this was round about the time that apple put NTFS drivers into OS X beta then pulled them from 10.7 (i think) due to instability and kernal panics. so from that moment i went with exFAT for both my external drives.the problem with NTFS drivers on a mac is that they are all reverse engineered as Microsoft wont license their code for the format.
unfortunately no format is perfect when you want to use a drive for mac, pc and use some files bigger than 4 gigs, but ive used exFAT for a few years now, and the only problem i have which is definitely related to how exFAT works, is my PLEX library doesnt update without me force updating. its a known issue to do with the way exFAT handles updating when files were last modified.
im not constantly ejecting my disc mind you and im not working in a serious environment.