How do I change storage setting in each game???

Do what my colleague Tezzarrific said

Settings

Storage

Go through all of them and make sure they are what you want

In particular, go to More Storage settings and go through them. Again in particular go to Change where new content is stored.

Then click on Apps & other Features. Go through each of your games and move them to the drive you wish them to be on.

This will not only move the game but change the links to the new location properly.

You should be good to go from then on using the Start menu, Xbox app, Xbox Companion Console and the Windows Game overlay!

Let us know how it turns out!

Hello guigamuck how are you?
My name is Ezequiel I'm an Independent Consultant. I suggest you try to change the default installation of applications and games so that they are installed directly on your external 4TB hard drive. You can do this through the system so that all your files will download directly there.
Click on the Start menu (Windows icon) and select Settings (gear icon) . After you make the changes please restart your computer and see if the error is resolved.
Select Storage.
Select Advanced Storage Settings, then select Where new content is saved.
Select the location where you want each type of content to be saved.

I couldn't access the link provided in your post, but if it's not the same make sure you are accessing the one mentioned here => Manage Xbox online safety and privacy settings | Xbox Support. It would also be best to change he browser in case it still hasn't worked.

How can I change my default storage? If it's by going into storage settings and setting the default location where new apps go I've already done it and it does not work

The problem is that your profile is being corrupted. Please do
Settings | System | Storage and tell us what devices are shown there, and how much space is free on each.