A few days ago I noticed that Spotify was no longer storing downloads on my SD card. But when I went to Spotify's Settings > Storage and re-checked "SD card," I got an error message that Spotify couldn't access the card, even though Storage is enabled in Permissions.
I recently encrypted the card, so I thought that might be the problem and decrypted it. Nope - same error.
Finally I noticed in my phone's Settings > Apps that Spotify was using internal storage, even though I had set it to use external storage. This is a major problem I have with Android: every time an app updates, it defaults back to internal storage, even if the existing install uses external storage.
So I changed Storage back to external, went back into Spotify and selected the SD Card option in Storage, and boom -- all my downloaded music is now where I want it to be.
I'll have to remember to change Spotify to external storage every time it updates. Google can't seem to change this annoying behavior.