A couple of points:
1. Tags being stored inside WAV files isn't standardized (As Jim said). Some programs can read what other programs write; some not so much.
2. AIFF format is also lossless uncompressed (like WAV), but it has standard tag support. If you can get your original program to convert your fiels to AIFF, you might get all the tags converted at the same time. Try doing like one album and see if JRiver can see the tags for just that album.
3. The Fill Properties From Filename feature works on Windows and Mac versions of JRiver MC. For it to work, the filename needs to contain everything you want: Album, Artist, Song name, etc. Getting it to work might be tricky depending upon how those things are encoded into the file name.
4. ExFAT is a sort of "universal" file system (disk) format that PCs and Macs can read. It's not ideal for either one. I'd never use it for a machine that I was counting on for everyday use. For the Mac, I use a Mac format like HFS+. This is also known as Mac OS Extended (Journaled).
Good luck on your project.
Brian.