After upgrade to android 6 Spotify was unable to access music stored in external sdcard. It download again the files to internal memory. App version: 22.214.171.1248 Android version: 6.0.1 (CyanogenMod) Device: Motorola XT1040
Same issue for me on an Motorolla Moto G 3rd Gen, I just upgraded to Android 6.0, and despite re-installing the app, the downloads are still stored on the internal memory instead of the external sd card.
The following solution worked for me on a Motorola MotoG 3rd Gen phone freshly upgraded to Android 6.0 Marshmallow, however it does not seem to work on some brands such as LG/Sony/Samsung (to confirm):