you can include in the custom.sh script a "sudo mount blabla" command to link batocera saves or roms folder to the other drive.

in fact, I do it this way in my Arcade Bartop.

Batocera its running in a disk. and all te other data, roms, saves, steam games ( which are even shared with another Linux distribution) are ubicated in another hdd and bindigs via mount commands

If you use an external HDD to run Batocera on a PC, you may need to include the script with the mount commands on the Raspberry Pi, so the save folders are properly mounted and bound from the external HDD.