OSX uses the HFS file system (mostly) - by default Windows can't 'see' this type of formatting.
Windows uses NTFS file system (mostly) - by default OSX can only read NTFS
I'd suggest that the external you have with the MOV files on is formatted as HFS and the other external formatted as NTFS.
If no single file that you are dealing with is bigger than 4gb you can format the drive as FAT32 - this can be read and written to be both OSX and Windows.
Alternatively, you can use NTFS (which can handle files sizes >4gb). But to do this you have to enalbe OSX to write NTFS. My preferred solution to this is to use
Paragon NTFS, it's only $20. There are free alternatives that searching these forums will throw up but I've always found Paragon NTFS to be reliable and robust.
The other alternative is to use HFS on your drives and get a product like Mac Drive for your Windows machine. Thereby allowing Windows to read/write HFS
Personally, as NTFS can be read by nearly all operating systems that's the file system I'd use for externals that need to share data across OS's.