Here is a workaround that will help. It stops Plex for Windows from auto-updating. When an update is available, you can download and install manually, selecting your non-default install location. To be notified of an update, subscribe to the Plex for Windows announcement thread. Scroll to the bottom of the thread and change Normal to Watching.
STOP Windows Client from Downloading Updates Automatically
If I might ask, why install in a non-default location? The application does not require much space (420 MB on my system). Downloaded media are placed in a different location, %LOCALAPPDATA%\Plex\Plex Media Server\Sync. That location cannot be changed within the app, but you can move it by using a symlink (reference).
