It should be fine, as long as the computers drive system is reliable. You don't even need to reconfigure the RAID volume if you don't want to, although you will want to use the larger Stripe unit size for better performance.

ExFat is a file transfer file system, not a "working" file system, so no, do not use it.

You can use NTFS, but you need to have a driver like paragon on the Mac side.

HFS generally works well on both, unfortunately you were having issues in your configuration.

If I move to windows, should I keep my main file store on a Thunderbay flex 8 as apple format, relying on windows softraid 8 to read-write. Or, should I convert it to NTFS please? I can move the data over to other thunderbays and back again, it'll take a while but it's do-able if there are long term benefits.  But then I won't be able to write to the NTFS from my mac. Hmm, thinking time.

I checked and the issue is Thundewrbolt 2 was not well supported by Windows, that is the issue. Sorry.

It's not a biggee, but I have several of these TB2 thunderbays that could finally get a second life lying around.

Samsung lists it as Thunderbolt 4, which means it is intel certified.

How is it working now as NTFS?

Hardware. Make sure your Windows machine is actually Thunderbolt 3, most are actually USB 3.1 gen 2, with USBC connectors.