Please show us in a codeblock the output of the commands that @Norm gave you, when the drive is mounted in Ubuntu or Retropie (they are Linux commands, so no point to enter them in Win 10).
What did you do exactly in both systems, step by step? E.g. which tools did you use to copy the roms onto the drive?
Can you save your Spectrum collection in any other directory? Can you save it partly in the directory/ies that you can't save it completely in?