Mac to Windows issue?

I have a Mac, and I can save things on a memory stick and onedrive while on the computer, but then when I go on a Windows computer (at college) it will not me access the files I saved on onedrive or on a memory stick or external hard drive.

However, as soon as I get home I can access them from the last point I saved them, but when I saved them again, the same thing happens again.

Also, it happens in the opposite direction as well, when I save things on Windows, I can only view them when I am on another Windows computer. The files literally do not show up when I open onedrive or my memory stick, and I think they've not saved, until I check the computer I last saved it on and voila!

What should I do?

Thanks!