Creating a NTFS Data Partition on a Startup Disk Creator, balenaEtcher or Similar ISO9660 USB
Since 19.10 the process of cloning an OS to USB as done by Startup Disk Creator, creates a casper-rw partition.
This partition can be used for persistence by pressing shift at boot and esc, then F6 and esc again. then typing a space and the word "persistent".
This must be done every boot where persistence in wanted.
It is possible to modify the ISO file used by SDC to include the word persistence into grub, but it is not easy.
If the Ubuntu install is mainly needed for installing Ubuntu, the casper-rw partition can easily be converted to a NTFS partition, that can be used for Data storage by both Linux and Windows.
were x is the drive number of the new Live USB
The drive should now have the original data space minus the size of the OS ISO.