On Windows DR, check your preferences, namely the path of the external drive. On the Mapped Mount column next to it, type in the corresponding macOS path (/Volume/...). That should clear the issue.
Do the same (in opposite) on your Mac. Both Resolves should now find the drive.
I'm using version 14.5 of Resolve.
No, you're not

Linux Mint 19.3 | DaVinci Resolve Studio 17.1 | 2700x 32gb Radeon VII | macOS Mojave