Why would external Storage Location be unavailable in Play Music and Play Movies?
I had a similar problem on my Lenovo P70A on Android 4.4 and 5.x as well.

The solution for me was to manually create the folder "com.google.android.music" under the "/Android/data" folder on my external SD card, which is where Google Play Music normally stores the downloaded (offline) music. Once I've done this and force closed Google Play Music, starting it again it resulted in the External Storage option becoming available.