>Format your USB first in PC so it is empty and nothing else on there or find a spare one that you do not use much as I found it best to have it blank and formatted one (You do not need to make folders as PS4 auto makes them).
>Put this USB into PS4- Test in any game by pressing 'options' taking a random screenshot. Going to your photo library in the PS4 and transfer this photo to USB
>This will make its own folder and sub folders called 'PS4'>Screenshots>Game
>GT Sport will make its own Separate main folder called 'picture' and when you press triangle to Export it will place in there. This is also the best way to get high quality by Exporting within GT Sport.
>Remember PD/GT photo mode is probably the only one you can do this on as you can get HQ 4K photos from a Vanilla PS4 (and the same on GT5/6 on PS3)! In game switch the option to 'HIGH' quality (PS4) or X2 Mag (PS3) as standard it is not. This will give 4k (3840x2160px) photos.
>On twitter you want to upload via Twitter on your PC. The benefits are better quality and you can then add 4 quality photos on one Tweet! 👍
It works every time, so I would say your USB is not formatted correctly or faulty?
I hope this helps