You mean another directory on the same sever, right? I'm not an admin, but when as a user when I've been confronted with such limitations, sometimes the easiest answer was to create a linux symbolic link in my home directory, which points to some other location.
But I guess you're using Viya? I don't have Viya, and never really understood how Viya stores files. I think in the typical set up, files are not actually stored on the OS as files, they're all stored in 'SAS storage' of some sort. So it could be that my suggestion won't work at all, if you can't SSH to the server and see the files.
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