What do you mean, a font will not convert?
What type of fonts are you using?
Your headline indicates a problem with INDD from Mac on Windows, but in the text the other way.
What does convert mean? There’s nothing magic about fonts. They have to be installed on each machine.
I use a PC at work to create files but when I open these at home, fonts will not be recognised. The file I'm struggling with has Gill Sans, Gill Sans Italic, Gill Sans Bold and Lucida. When I open the file on Mac, I cannot automatically select these to convert to their equivalent on Mac and the whole file goes completely out of whack which means I have to go and manually re-format the fonts.
Gill Sans exists on the Mac I'm using, however it still doesn't come up correctly once I click replace in the TypeKit tool.