New External Hard Drive that works with Windows XP

WD External Drives External Drives for PC
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All WD Hard drives now use 4K (4096 byte) Sectors and GPT (GUID Partition Table)

Which is Not Compatible with Windows XP 32-Bit

The Only way to have a 3TB or 4TB Hard drive compatible with Windows XP 32-Bit is to purchase an OLD Hard drive (made around 2009) that uses 512 byte Emulation and supports MBR (Master Boot Record) Partitions.

https://www.anandtech.com/show/2888

To summerize your options:

  1. Upgrade to an OS that Supports large hard drives over 2TB and GPT (GUID Partition Table) eg. Windows 7,8,10

  2. Find an old hard drive that supports 512 byte emulation with MBR Partition Table.

  3. Limit your choice of new hard drives to a Maximum of 2TB and format/partition them MBR (Master Boot Record)