The DVR is likely using a Linux OS File System. A USB drive must have the proper File System for a particular OS to read and write on it.
File System Formats that both Linux and Windows can read are limited. My suggestion would be to make sure the USB’s File System is FAT32, which can be read by Linux and Windows. As I stated in my posts, there is a limitation of 4GB per file. There is a format called exFAT that allows for larger file sizes, but the Linux System must have FUSE for it to read it. As we don’t know the details of the DVR’s OS, that may not work.
Linux has been able to read NTFS forever.