There are about a hundred dozen of posts in this forum on the galleries/ directory and its purpose, but anyway, let's make this a hundred dozen plus one.

$conf['data_location'] is not for the location of image files, but derivatives (thumbnails and other generated sizes) and cached templates. See its comment in the default config. You can point it to any location the web sever user has permissions to write in and read from.

Disks or directories containing image files can be mounted or symbolic linked into the galleries/ directory and then images be synced to the database as if uploaded by FTP. Hence see How To Add Pictures ... by FTP.