As Thomas B already pointed out there is no way to change the default directory since this feature was deprecated a while ago.
I suggest you to move your existing 'export' folder to the new location and then use a Symbolic Link pointing the original export folder to the new location. That will do the trick.
Some useful information about:
Let us know if this solves your problem,
@Gonzalo Jimenez Gil per documentation about jira-server (https://confluence.atlassian.com/adminjiraserver/automating-jira-application-backups-938847675.html), there is no way to change the default directory. This feature was deprecated a while back.
"If you are using Jira 5.1.0 or earlier, the Use Default Directory will always be displayed, as the option of using custom directories has been deprecated. If you are using Jira 5.1.1 or later, the Use Default Directory checkbox will only be displayed if you upgraded from a version prior to 4.2 and you are editing an existing backup service which used a custom directory."
Edit: If you want to backup on an external drive, you may want to reinstall your jira instance on the attached external drive. If you do this, be sure to backup everything following Atlassian's step by step guides. For example, I have jira/home and jira/data directories on the S (attached drive) instead of the C (root). Hope this makes sense.
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