Hey there @BauerTR, welcome to the community!
If you want to save to storage instead of internal space on your phone, no worries! There is a step by step guide on how to switch to SD card in the support site here.
Hope this helps!
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This option is no longer on my tablet. So many updates and now it's missing an important option.
That doesn't sound right. Let's check out the following information to troubleshoot this better:
If you are Android 6.0 or above, please go to Settings > Apps > Spotify > Permissions > and give Spotify ""Storage"" permission.
Let me know :)