Maybe something about antivirus software or Windows Defender. Besides, you can delete all the partitions with other tools and then try again.

The full path of the iso file (directories,subdirectories and file name) could NOT contain space or non-ascii characters.

Probably you didn't delete the file completely but to the recycle bin.

x86 Legacy BIOS and amd64 UEFI are supported in the same way

By default, Ventoy2Disk.exe will only list the device removable and in USB interface type. If you want you can run from cmd Ventoy2Disk.exe -U then all the devices will be in the list.
In this case you must take care about the list and make sure to select the right disk.

You can put the iso file any where of the first partition. Ventoy will search all the directories and sub directories recursively to find all the iso files and list them in the boot menu.

You can put a file with name .ventoyignore in the specific directory. When ventoy detects this file, it will not search the directory and all the subdirectories for iso files.

Yes. You can reformat it with exFAT/NTFS/UDF/XFS/Ext2/Ext3/Ext4 filesystem, the only request is that Cluster Size >= 2048.
You can use these commands to format it:
1. Format NTFS in Windows: format x: /fs:ntfs /q
2. Format UDF in Windows: format x: /fs:udf /q
3. Format Ext4 in Linux: sudo mkfs -t ext4 /dev/sdb1
4. Format XFS in Linux: sudo mkfs -t xfs /dev/sdb1

Secure Boot is supported since Ventoy-1.0.07, please use the latest version and see the Notes.

Most likely it was caused by the lack of USB 3.0 driver in the ISO.