Pelikal, there are a bunch of free tools that will let you do this: Easeus, Paragon Partition Manager, Aobai and others all look and function similarly. You can shrink the existing partition to make space at the beginning or the end of the drive, add a new partition and format it as NTFS or whatever you need to do.
If you do feel the need to move away from FAT32, exFAT is a reasonable alternative for both Mac and Windows.