How to set SD card as default storage on Android Marshmallow?
The applications need to support this in Marshmallow, and as of yet many applications do not support the changes that are needed in their code to allow this to occur in Marshmallow with the SD card setup as external storage. 

The answer is that your app developers need to include this functionality in their apps, it is not a blanket Android setting. Unless the code is included in their apps, there is nothing you can do to change it in a stock device.