During installtion you selected to use seperate settings for each user account "Application Data Folder" because of this there is no way to override the location of the data files are stored.
To allow storing the data files anywhere you're going to need to undo this setting, however you wont be able to keep settings per-user.
You need to set the follow registry key to disable this option.
[HKEY_LOCAL_MACHINE\SOFTWARE\FlashFXP]
"APPDATA"=dword:00000000
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