I have this problem too, but I'm using a PC (Windows 10) not a Mac. The flash drive is 1GB, and I've formatted it FAT32. I only want to export about 10 mns from 1 camera, so I can't believe that there isn't enough space on the drive. I tested the drive by putting a short video item on it, and it behaved fine.
I've tried the following methods:
via the file management menu
defining a clip and clicking Export
varying the format of the file in the Export menu
The Storage indicator flashes occasional red, but isn't consistently red, so I don't know if it's writing to the drive, but it seems to go on for much longer (at least 2 mns) than I would expect. Even after I'd left it over 5 mns, the drive was still empty when I checked it via my PC.
Can anyone help, please?