first find out what is going on:

pvcreate /dev/sdb -vvv 2>&1| less

Look for errors. In my case it said the volume was mpath managed.

So exclude from mpath, put the

vi /etc/multipath.conf && systemctl restart multipathd.service

Add a block at the bottom:

blacklist {
wwid WD40EFRX-68N32N0_WD-WCC7K2KD8PV5
wwid WD40EFRX-68N32N0_WD-WCC7K7NUFLSF
}

Find the WWID by doing:

ls -al /dev/disk/by-id/*

in my case:

lrwxrwxrwx. 1 root root 9 Oct 2 19:24 /dev/disk/by-id/ata-WDC_WD40EFRX-68N32N0_WD-WCC7K2KD8PV5 -> ../../sdb
lrwxrwxrwx. 1 root root 9 Oct 2 17:13 /dev/disk/by-id/ata-WDC_WD40EFRX-68N32N0_WD-WCC7K7NUFLSF -> ../../sdc