How to image Kail Live on to a USB drive WITH ext4 FORMAT

[zxkmm]

Hello, I'm so sorry to post such a low-level question, but after days' search and attempting, I can't find a solution. The FAT32 format is low speed on my Sandisk Extreme PRO, and the most important is that there's some compatibility issues with FAT32 format.
And here is what I did:

1. Using balenaEtcher to flash the Kali Live image directly. And I got a Large FAT format(I think it is FAT64) on the boot partition.
2. Using Rufus to flash the image. And there's 2 format to choose but no ext4 format.
3. Using Universal-USB-Installer to flash the image, and there's still no ext4 format.
4. Google the question but nothing found.
5. Read the document on https://www.kali.org/docs//installat...ve-usb-install but the page seems gone. And there's no webpage snapshot on Archive.org

And below is my question:

1. I don't think it is impossible to boot from a ext4 format partiton, but if there is some unknown issue in it, Is it possible to create a boot partition to boot the ext4 partition?
2. Is there any more advanced software to handle the live boot problem?

Sorry again for my low-level question, and since my mother language is not English so may be there's some offensive tone in my sentence, I don't mean it, and sorry for that.
Thanks!