My Mac Mini uses a Satechi expansion dock and hub for an additional 512 GB of storage plus more USB ports. Today I downloaded an 819 MB Sonoma wallpaper, copied the wallpaper to the external drive, made an alias, moved the alias to the wallpapers location in the Library and deleted the original download. Happy to report that the wallpaper still works as both screensaver and wallpaper despite not physically being in the proper location.