VeraCrypt and TrueCrypt come with the ability to format an entire disk or partition instead of working off a single file. One obnoxious side effect of this is that every time you plug the disk into Windows, you will be prompted to format it. In an excellent example of dangerous UI design, if you happen to be typing then this dialog box appears, you may accidentally format your disk and lose all the data on it! This has been a problem since at least Windows 7.
We use encrypted disks all the time and have found a way to format the disks which solves this problem by preventing the “You Need to Format This Disk” dialog from appearing. In this example, we are using Ubuntu 20.04. In this case, we are naming the drive COLLECTIVE. As an added bonus of this formatting method, your drives will be assigned useful names in Windows instead of just D: or X:.
VERY IMPORTANT: We are not responsible if you delete everything on accident following our guide. Be absolutely sure you are formatting the right device id (/dev/sdx) at every step of this process. One wrong click and you could wipe your drive. We are using /dev/sda in this example but yours will likely be different. This will wipe the target drive during the encryption process!