I would suggest a LAN-connected disk instead of a hard drive for these purposes. That way, A. all the machines can access it at the same time, and B. you don't have to deal with nonstandard filesystem kernel extensions on either platform.
In particular, I'm remembering a tragic OS X upgrade cycle where thousands of a particular model of Seagate hard drive started eating themselves, and it turned out to be caused by the fact that instead of reformatting the drives as HFS+ like they should have, Seagate instead had all of their users install Paragon's NTFS filesystem kext so that the Macs would let users write to NTFS volumes. Unfortunately for their customers, Paragon's NTFS code had bugs that didn't show up until Apple did a major OS upgrade, at which point users frequently lost a significant amount of data, IIRC. Seems like that was 10.7 or so, but I'm not certain.
So I definitely would *not* suggest Paragon. I would never in a million years count on a third-party filesystem kext in OS X to be robust enough for consumer use, particularly if you're finding that even Apple's built-in filesystems aren't robust for you. Writing filesystem code is hard. Writing filesystem code correctly is even harder. Writing filesystem code that supports a Microsoft-designed filesystem by reverse engineering parts of Windows against Microsoft's wishes is borderline suicidal.
Get a tiny NAS box that supports SMB. In the long run, you'll be a lot happier. Or just keep a small FAT partition around for when you need to exchange a few files between platforms. Either way, don't try to use HFS+ on Windows, and don't try to use NTFS on OS X. Those paths lead only to madness.