I can’t remember a single instance where there was the concept of a file that spanned multiple disks on the C64. In theory, the hard drive add ons might have lead to the use of such files (they don’t have to fit into memory at once, you can just seek within the file), but given their relatively low popularity, that was probably very rare, if there was any support for such files in software at all...
Afaik all operating systems read and write UDF formatted sticks and UDF is quite simple as well, and has none of the limitations FAT has. Also no patents.
https://en.wikipedia.org/wiki/Universal_Disk_Format#Compatib...
Frustratingly, neither Windows nor Mac exposes the options to format a disk in this way in their GUIs, but it can be done via the CLI in both cases!