Final Draft, Storyist, and Montage are all great pieces of software; I think they all have free demos? Not positive. Screenwriting format is really particular, and I think it's nearly impossible to get right in Word without eons of patience (not my specialty). The format is created for a reason; so that it can easily be broken down into storyboards and shot lists for pre-production and during production. I think there are a few scheduling programs like Gorilla or EP which will integrate well with the aforementioned screenwriting programs in order to create shot lists and budgeting; also, storyboard programs like StoryBoard Quick or StoryBoard Artist will import your scripts from these screenwriting programs to make your boards.
I used Ulysses all the time, when I worked as a screenwriter. Now, as I've applied for a New York State TA certification and will later have to deal with various tasks (I want to apply for a job at The New York Film Academy), I think I will need some apps for structuring and formatting.
Have a careful look at Scrivener. It's an old workhorse for professional writers creating complex manuscripts--including screenplays. Generally the writer uses Scrivener to create a document with character notes, plot, scenes, dialog, etc., and when finished the document is "compiled" by Scrivener. After that it is ready to be imported into Final Draft (Final Draft 8 format).
Scrivener isn't free but it's not that expensive given all it does (about $50). It's available for Windows 10 and MacOS, and both versions look and function identically.
Don't mean to shower blessings upon it--it's not perfect, and I don't work for the company.
There is the freebie (GNU) 'Writer' by Hendrik Noeller. I believe it used to be in the App Store, but now it can be found on GitHub. Info on it and a link to the download can be found there - and a quickie Google can find it.
It's basic, but it is built specifically as screenwriting / script software. And you can Export to FDX (Final Draft) PDF, HTML or Outline.
Meanwhile, looking for the reference to 'Writer', I found another freebie called 'Beat' - currently in Beta and - according to its website - based on 'Writer'.