TL;DR -- make sure you're fully aware of the file system before you start copying files into your WD 8TB drive. The Plex app doesn't support ExFAT.

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With the Nvidia Shield TV, the OS itself is capable of registering FAT32, NTFS, and ExFAT drives. However, not all apps will recognize these file systems. So a rundown of these three:

FAT32 -- Supported by both the latest Windows and MacOS (Read & Write) but this file system only supports files that are less than 4GB in size.

NTFS -- Supported by Windows. Mac users can read the drive, but can't write.

ExFAT -- Win/Mac users can read & write but support is still iffy.

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For me, ExFAT is the only option because I have Win & Mac systems... but ExFAT isn't 100% supported by Android apps.

Does the Plex app recognize ExFAT? No.
Does the Kodi app recognize ExFAT? Yes.
Does ES File Explorer recognize ExFAT? No.

I was able to get Kodi to show/play all my videos. Plex didn't even recognize I had attached a USB drive. And I can't use ES File Explorer to move files around.