It is actually so easy to achieve that, in fact, in my personal installation I have my roms, bios and saves folders in an external HDD.
When playing a game enter retroarch menu (or launch it directly from kodi) then in settings menu search for the "directories" option, there you can set the folder you want for every retroarch stuff.
oops .. i forgot to look there
still would be a nice 'noob' option to have in the Add-on config ... but i understand
Thanks