Which filesystem should I use on my USB stick to have interoperability with Android and Windows? I wish to use a USB stick with both my Android device and my Windows 10 PC.
My requirements are:

No file size limitation
No root required on the Android device
The filesystem should be natively supported by the Android device

My Android device is a Samsung Galaxy S10. I would like a solution that would work with all modern Android devices, but I don't mind if I'm limited to the Samsung.
Which filesystem should I use?
Based on your requirements there are not many file-systems left: ext3/ext4 or exFAT both are file-systems that are natively supported nearly all Android devices.
My recommendation as file-system to use is exFAT as long as you don't want to store a large number of small files.
partitions size to cluster size:

7 MB–256 MB -&gt; cluster size 4 KB
256 MB–32 GB -&gt; cluster size 32 KB
32 GB–256 TB -&gt; cluster size 128 KB

The other option ext3/ext4 may cause problems if you ever want to connect the USB-stick to an Windows PC as Windows does not support it.
exFAT has no relevant maximum file-size (the file size limit of exFAT is 16 Exabytes and therefore larger than the largest disc for the next decades)
Regarding the exFAT support Android should support this file-system if it has an SD-card slot and supported SD-card with 64 GB and beyond.
To my experience the exFAT read support usually works, but the write support can be buggy on some devices (permission problem). Therefore the only way is to format an USB-stick with exFAT and test it on the devices you want to use it.
For more details see also this question and it's answers: Since which Android version is exFat supported?