Video transfer

Why can’t I transfer a 9GB video file from one external HDD to another?

Shouldn’t it go regardless of formatting or what program was used to record/edit it?

Both HDD are FAT32.

They can’t both be FAT32. The maximum file size of FAT32 is 4GB. The reason you can’t transfer the file is because the second hard drive is FAT32 and the file is too big.