You have to use Windows command line to create "symbolic links" from the directories Spotify wants to use, to the directories you want it to use. Because that feature is broken and #SpotifyDoesNotCare
By the way, if you delete your cache before you open Spotify... It won't take 45 minutes to become usable at all (in my case), but it'll only take 15-20 minutes. And no, I don't have local files enabled, nothing in downloads directory, I've re-installed it countless times over the last 5 years to see if somehow magically it'll be fixed.