DiskPart Not Using Unallocated Space
Flash Drives are recognized as removable media. According to Microsoft's description of the Diskpart Utility here:
You cannot use Diskpart to create a partition on removable media. Windows supports at most one MBR partition on removable media.
I believe this limitation also applies to Disk Management. You'll have to use 3rd party software to create multiple partitions on your flash drive. I've done it before using GParted on Lubuntu.