According to this source:
https://support-en.wd.com/app/answers/detailweb/a_id/43506/~/instructions-to-format-a-usb-flash-drive-or-memory-card-with-a-chromebook#
and others of course, Chromebook supports read/write of FAT32, exFAT and NTFS formatted drives, and Read-only access to macOS HSF+ formatted drives.
On a PC running modern Windows, you should be able to read the above formats EXCEPT HSF+ which is not supported in Windows.
I'm guessing that the stick you have was originally formatted in an Apple, and was only being read on the Chromebook.
There are third party apps available to allow reading of HFS+ formatted drives on Windows - just google "HSF+ for Windows" - I've no idea how good they are though.
Just as a correction, it should be HFS+.
It just says connecting to virtual disk space. : (
That is unusual. Let's see if the Virtual Disk service is working properly. First, launch Disk Management as before. Then, search up services.msc in the start menu and click on Services. Then, look for Virtual Disk service and make sure it is Running and the Startup Type is Manual.
If it still does not work, then open up Command Prompt/Powershell/Terminal as Admin in Windows + X. Here, type diskpart and press enter. Then, type
list disk
It should show you the disks and their number. Based on size, determine which drive number is your USB flash drive. Then, type (and replace drivenumber with the drive number of the flash drive) and press Enter:
sel disk drivenumber
Then type and press Enter on this:
list part
Finally type and press enter on this:
list vol
Take a screenshot of the command prompt/powershell/terminal and attach it.