To begin with, try to create on any HDD (formatted on a Windows 8 PC and up in ExFAT) a structure exactly like in my screenshot. And connect such a disk to the iOS device. The Photo.ipa import wizard will start.
Why format in ExFAT should be on Windows? - The fact is that ExFAT formatted for macOS is not defined for Windows. On the contrary, it works universally under both platforms.
Files placed in this structure should be named only in capital letters and numbers (the underscore between them is still allowed). And in the amount of strictly 8.3 (DOS). For example - SMB_0001.MOV
The advantage of this preparatory work is that this disk works on recording in all desktop systems without additional drivers and allows you to write files of more than 4 GB, overcoming the limitations of the FAT32 format.
Moreover: such a disc works great under Android TV.
All this is true for any media that can be connected and formatted.
Try it and have fun
NB: I hope you did not forget to connect the media to the hub, powered from an external power supply.