Creating a Windows 10 Install USB when FAT32 has 4GB max file size
The only way I was able to successfully overcome this problem was following this person's guide:


  The final problem is that the install.wim file is too big to copy across to the FAT32-formatted USB stick (you can try, but will be met with an error). On Windows, Microsoft's official solution is to split the file using a special tool designed for these .wim files. Fortunately, there's also a free alternative called wimlib which works on Mac (and Linux).


With wimlib installed, available via Homebrew (brew install wimlib), you can easily perform the file splitting of install.wim that the Windows 10 ISO will automatically pickup and understand with no extra fuss.

wimlib-imagex split /Volumes/CCCOMA_X64FRE_EN-US_DV9/sources/install.wim /Volumes/WINDOWS10/sources/install.swm 4000