Yeah, I hate Ubuntu and the way they do stuff and I'm using it only because supposedly Bitcoin Core should be so easy to use with it... But I lack a lot of Ubuntu vocabulary.
After I installed Bitcoin Core using the terminal, I found some sort of very lame GUI software manager I guess where I could see some settings for whatever piece of software you're looking at, in this case Bitcoin Core. One of which was this very specific "allow it to use external drives" one.
I'll take a pic later when I get to it.