Partition external SSD (Win10 already installed) for Mac
The safest was is to do this from within Windows.  You want to shrink your Windows partition until it is 200-250GB and the rest is free space.

The easiest way to do this is to go to Disk Management in Windows, right click on the Windows partition and select "Shrink Volume". 

If this doesn't allow you to shrink sufficiently (sometimes there are unmovable files) you can install the free utility Minitool Partition Wizard (again in Windows) which will move these files for you during reboot. 

There is a full tutorial of both methods taken from Partition Wizard website here : Two Easy and Effective Ways to Free Shrink Windows Partition

macOS will not let you partition a drive if the EFI partition is less than 200MB (while Windows will by default create a 100MiB EFI partition) which would explain your previous problem.  

As you say the EFI partition is now 200MB you can create your 2 new partitions in the newly reclaimed free space either in Windows or macOS Disk Utility as you prefer.  If you make a exFAT partition this can be formatted from either OS but the Time Machine partition must be formatted (erased) as HFS from within macOS.