[NAME]  Not sure why it worked for Downloads but not other folders for you. I’ve relocated all of the folders you mentioned on multiple systems without any issues. Yes, I believe Windows 10 works differently from Windows 7 because I don’t think this easy relocation method existed in Windows 7, although I don’t have any Windows 7 systems around to verify that anymore. The registry method would probably still work on Windows 10, but relocating your entire user profile folder rather than just the “shell folders” generally isn’t a great idea, because if you move your entire profile folder off the OS disk and that new host disk is ever unavailable, then that can prevent you from being able to log onto Windows at all rather than still being able to log on and simply not having access to the data in those specific Downloads/Documents/etc. folders.
I have an Inspiron 5770, primary drive 256GB SSD and a secondary SATA HDD which I would like to set up to with my user profile to store data. I was able to do this years ago on a different computer, probably Windows 7. I've been researching this and so far it appears Windows 10 doesn't support this option? Thank you.  
how do I use a second hard drive for my user profile and data?