Well, one time I had a brand new CF card that wouldn't work with WinUAE.
I had to do a full format with Windows for UAE to recognize it.
Once it is FAT-formatted, and you've started WinUAE, you can use HDToolbox to
partition and format it with an Amiga filesystem.
Set the SCSI_DEVICE_NAME tooltype of HDtoolbox to uaehf.device.