It does look like there has been major improvements since the last time I tried this kind of shenanigans. Which admittedly has been many years, these days I just don't bother with dual booting so I'm free to just use the native FS wherever needed for the OS I'm using OR I have an intermediary like a SAN or it's on a VM or something
Still though, using a non-native FS in this manner is always more headaches than it's worth, the no journaling is a corruption risk true, but so is using a non-native FS just in different ways lol
IMO, the use case for this drive is storing re-downloadable data is perfectly fine for exFAT, worst case it corrupts and you have to redownload games from steam
Yea the filename issue should be fine, there's a risk of corruption with exFAT though as @tal@lemmy.today mentioned, but if you're just storing steam games or other easily replaceable data, I wouldn't worry about it to much IMO