I haven't found backup software on either OS X nor Windows that will back up an exFAT volume.
On the Windows 7 side, the OS would occasionally put the exFAT drive into read-only mode, claiming there were errors and that a diskcheck would have to be performed before write capability was restored. Every time I would do a disk check, no errors would be found and write access was restored.
So I never had any actual errors and never lost any files, but this was both worrying and annoying, especially since my backup methods wouldn't work on it.