However, once I tried connecting the external to the windows PC again, I was no longer able to find the drive. Again, it automatically popped up in my PC before, which is what led me to assume that it was fine to use. But now it is simply gone. When I connect to my mac, I am only able to find my mac files, but all the window files are gone. When I connect to my PC, the drive no longer shows up. Please help.
Windows can't read or write Mac-formatted (HFS+) drives. Macs can read Windows-formatted (NTFS) drives, but can't write to them. When you first formatted the drive under Windows, it was formatted as NTFS. When you moved the drive to your Mac, it recognized that it couldn't write to the NTFS partition, and asked you to reformat it as HFS+ (though probably not in those words since Apple likes to use "friendlier" text prompts which obscure what's really going on). When the Mac formatted the drive as HFS+, it wiped out all the data Windows put on the drive.
If so, you will need to format the drive to Fat32. This way, the drive will be compatible with both your Windows computer as well as MAC.
While FAT32 will work with both PC and Mac, it has a maximum file size limit of 2GB. That's not very big nowadays, especially if you're using the drive to store video files.
exFAT will work with both PC and Mac, and doesn't have the file size limit that FAT32 has. It's the recommended format for any storage devices you want to use with both PC and Mac. I have heard though that it works better if you format it as exFAT under Windows, rather than on your Mac.