Welcome to the TH Community, @pasqualesena!
Well, @SirMelon has a point the Windows OS computer uses a different file system, than the one used on the Mac OS computer. I'd advise you to plug the WD My Passport to a Mac OS computer again and copy your files somewhere else, so that you are able to
reformat it either on your Macbook or Windows laptop without losing your files.
If you plan to use the WD My Passport on both operating systems in the future, you will need to use a different file system when formatting the HDD.
ExFAT/FAT32 are the ones that allow you to work with the drive (write/read data from it) on both Windows and Mac OS.
However, these file systems come with
some file & partition size limitations you should be aware of first!
P.S. Using third-party utilities isn't really necessary, especially if they don't work properly.
Give these steps a try and let me know if you have more questions!
SuperSoph_WD