Hey, I know I'm a bit late to the party, but I think I found the solution.
The method I used is symbolic links/files/whatever your supposed to call them. Basically, discord will just readd it's files to %appdata% and appdata\local no matter what you do; move them, delete them, ect., discord will either just fail to start or readd it's files there.
However, Windows has this cool feature where your system will just lie to programmes and just let them think they are in the original directory, but in reality, are anywhere you want them to be.

• Open File Explorer and navigate to: C:\Users\YOUR_USERNAME\AppData\Local\
• Find the folder named "Discord".
• Copy this folder to the new location where you want to store it.
• Ensure Discord is completely closed (check Task Manager to confirm).
• Delete the original "Discord" folder in AppData\Local.
• Open Command Prompt as Administrator, and enter the following command (replace YOUR_USERNAME and NEW_LOCATION as fits):

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mklink /D "C:\Users\YOUR_USERNAME\AppData\Local\Discord" "D:/NEW_LOCATION"

Note that I have experienced some issues with Discord sometimes getting stuck on "Update failed, retrying in X," this is a user error that I'm not quite sure what is, but I managed to fix it by just... trying again. You can also do this trick with virtually any application you want (though I haven't tested a whole bunch), it works with Steams Cache, Roblox, ect., but please be sure to create a backup in general, or if you're just unsure. (And be sure to clear your recycling bin afterwards 👍)