Galaxy Tab S 10.5 USB OTG works with my 32gb PNY flash drive. I formatted it first in FAT 32 and my drive was recognised instantly. You can double check if it is recognised under the 'storage' option in settings, then in the USB OTG storage tab.
Then i reformatted it in exFAT on my computer and it still works perfectly. It was instantly recognised upon plugging it into the tablet.
The USB OTB cable (micro usb to female usb) I used was a cheap generic ebay one which does the job. So yes, this device does support USB OTG natively (though I haven't tried NTFS format yet).