So, I screwed up.
I was trying to install kali linux on this drive but i screwed up, I couldnt boot from the usb. So I looked in the disk management and found this. I screenshot this after i tried to format the flash drive with fat32 which resulted in this. And yes, I have tried to right click and do the “new single volume” but it is greyed out. So I have no idea how to fix this. Should I return it and get a new one or is there anything I can do myself? Thanks in advance.