I used Lexar and Sony XQD cards in my D500 before I sold it last year. They worked well, but I would generally prefer to buy CF cards now, to enable better future use, unless perhaps an XQD card was on sale for a low price.
I have used Sandisk Exreme CF cards in my Z7II (128 gb) and Z6II (64 gb). They are fast enough to not create any issues with those cameras. The one thing that I do not like about the Sandisk cards is that they can get pretty warm in camera and even warmer in my Sony CF/XQD card reader. I used Sandisk Extreme SD cards in the past and liked them. But having used Delkin Black and ProGrade Cobalt cards, I doubt I will buy any more Sandisk Extreme CF cards unless, perhaps, they are redesigned.
I have been using Delkin Black cards (128 gb cards and now a 325 gb card) and a Pro Grade Cobalt card (325 gb) in my Z9. I like the fact that they do not get nearly as warm in use, whether in camera or in a card reader, as the Sandisk cards. They are also fast enough to get excellent performance from the Z9. The D500 would generally not be able to take advantage of the faster in-camera speed (it was designed for XQD speeds, even though firmware updates now allow it to use CF Type B cards). The extra speed might help In uploads to a computer or in future cameras.