While you can place the Setup.exe on another drive, some apps are hard coded to install on C.
The W10 option you changed is only for apps that bother to check that setting. NOTHING HAS CHANGED HERE SINCE 1993 or prior. Apps do not have to obey settings. Can really upset folk new to Microsoft's way.
OK, go ahead and share this app's name so members can see if the author has or will fix this.
I have a Setup.exe file that is roughly 20gb, where and my PC wants to install in the C: drive, which only has 17gb left of space. My E: drive has over 500gb which is where I would like it to be installed. I went into Settings > System > Storage > and changed the New Apps to be saved in my E: drive; that did nothing and the message still pops up that I need to more disk space in my C: drive. I do not want it in my C: drive and cannot clear any more space from there as I have tried. Any help would be appreciated and I do not want to buy more space because I have 2tb left that is untouched, I just need to the installation path changed.