I had a partition of an external drive formatted in exFAT, moved some files to it, then moved it back to my iMac, and formatted the external drive, thinking everything transferred back just ok, but when I checked it again (maybe a month or so later) a lot of the files seem to be missing.
"exFAT is not a journalled file system, so there is higher probability of data loss than with NTFS or HFS+. exFAT uses a single file allocation table and a single free space map, so there is a higher likelihood of file system corruption due to that (such as if a removable device is disconnected during a write). exFAT does do checksumming that allows it to detect some problems and repair to a consistent state, but that doesn't actually prevent loss of actual data. If it is plugged in and used frequently, that raises the risk that it will be transferring data if a disconnection or power failure happens, which isn't good.
You'd probably be better off going with NTFS - native on Windows and use something like Paragon NTFS in OS X."
apple.stackexchange.com
"exFAT is not a journalled file system, so there is higher probability of data loss than with NTFS or HFS+. exFAT uses a single file allocation table and a single free space map, so there is a higher likelihood of file system corruption due to that (such as if a removable device is disconnected during a write). exFAT does do checksumming that allows it to detect some problems and repair to a consistent state, but that doesn't actually prevent loss of actual data. If it is plugged in and used frequently, that raises the risk that it will be transferring data if a disconnection or power failure happens, which isn't good.
You'd probably be better off going with NTFS - native on Windows and use something like Paragon NTFS in OS X."

exFAT-formatted external drive loses folders
I have an exFAT-formatted 3TB USB drive connected to an iMac running 10.10.3. The system lost power and when it came back up, the drive wouldn't mount. I tried Repair Disk in Disk Utility, and it...