Ralston18 :
Do you happen to know how the memory stick originally formatted?
That said, something may have gone astray with the ejection process and the memory stick is corrupted.
May or may not be a recoverable situation with respect to any data on the memory stick.
Take a look at the following link:
http://www.howtogeek.com/252111/how-to-read-a-mac-formatted-drive-on-a-windows-pc/
There are other similar articles etc. available on various websites. Do some additional research and reading with respect to the joint use of memory sticks between Macs and Windows.
Right now the memory stick is "useless". Ideally you will find some method to recover the data - if that is a concern.
Next will be to at least get the memory stick functional by reformatting it. Will lose any remaining data but the stick will, hopefully, at least be useable again.
Thank you for your reply,
I'm not entirely sure but I think it must've been FAT32.
The memory stick is primarily used on Windows PCs but has been used frequently on Macs before without issue.
I've tried using the HFSExplorer as mentioned in the article, but that couldn't find it either, unfortunately. It's almost as if the USB is not plugged in at all.
The files themselves are more important than the memory stick, but from what I can find I'm not sure if they can be recovered. It might be as you said and the stick has just failed.
If it is an ejection issue then it just goes to show it doesn't matter how careful you are with them, they can still break!