etchdroid says front and center on the playstore that it doesn't work with windows ISOs. honestly this doesn't seem easy to do with just a phone, so here's my idea, in case you're still facing this issue (doubt it since it's been 4 days lol):

boot ubuntu to ram and install a disk manager or something else that allows you to write an iso to your usb stick. remove your usb stick to verify that everything is working without it, then reinsert it. plug in your phone which will have the iso, and then format your usb stick and write the iso to it that way.