This article describes how alter the datafiledirectory (DFD) location.
This is the base directory under which SXS will store data files (Shadow and Log files). You can choose the DataFileDirectory during the database setup when the SXS files path is required. This directory is by default located on the SXS server, but can be redirected to another (file)server on the network which should always be accessible to SXS. However, you cannot do this from the SMC GUI.