Looks like the partition table may be corrupted Use the clean command in diskpart to clean the partition table (Be VERY VERY careful it can blow away your HDD if you select disk incorrectly) for that usb. Then REBOOT then try to create a partition and format it.
Windows Partition Manager doesn’t recognize disks formatter for Linux.
I use the Aomei Disk Partition Manager. It is so far superior to Windows Partition Manager that I paid for it, but they do have a free version that should let you re-partition the thumbdrive for Windows.
list disk
select disk 5
clean
create partition primary
format fs=ntfs quick
that should do it and give you a NTFS formatted thumb drive. Be very careful that you select the correct disk, you can verify the disk numbers by doing list disk in diskpart.