Official comment
If it appears in the EXPLORER but not the devices, it could be that your drive is not formatted in a manner that is supported by players; only FAT32 and macOS Journaled (HFS+) are supported universally, with exFAT being available on the CDJ-3000, XDJ-XZ, and XDJ-RX3. Any other format is not recognized for export but can be read as a source drive.
If you're on a Mac, make sure rekordbox has access to your removable volumes in the Privacy settings of the OS.
For any further assistance, please create a ticket with the support team in your region to resolve this issue.