I’m at work right now so i can’t take a pic, but I have an SD and an external drive for my steam deck. When I’m installing a repack through proton (or also a gog game through proton), it will let me pick my SD as the drive D and my ssd as drive E same way as if I were in windows. I can post a pic later today.
Been doing this for the last two years since i got my deck. I’m not really sure what are you doing differently but I have not changed my way of dealing with these installs singe the beginning.