As we can see from your screenshot there's a lot going on:

Using the same tool (DMDE) we can wipe the MBR. You can use the free version for this.

Select the USB drive

Click Tools > Fill Sectors. A warning pops up, click Parameters.

Check "Allow Write', confirm you understand the warning.

Now Fill Sectors dialog opens

Click OK to overwrite 512 bytes (the MBR), confirm warning message. MBR is now zeroed:

Try Formatting the USB drive again.

If you still get an error, repeat but zero-fill the entire USB Drive by clicking 'max' in Fill sectors dialog:

As we can see from your screenshot there's a lot going on:

Using the same tool (DMDE) we can wipe the MBR. You can use the free version for this.

Select the USB drive

Click Tools > Fill Sectors. A warning pops up, click Parameters.

Check "Allow Write', confirm you understand the warning.

Now Fill Sectors dialog opens

Click OK to overwrite 1 sector (512 bytes, the MBR), confirm warning message. MBR is now zeroed:

Try Formatting the USB drive again.

If you still get an error, repeat but zero-fill the entire USB Drive by clicking 'max' in Fill sectors dialog: