How to change DB active config storage of an installed site to config file storage?
Here are the steps I followed:

1) Export settings to your current $config_directories['sync'] directory (by default it is defined in settings.php and it is something like 'sites/default/files/config_VerYlonGkEY0123/sync')

$ drush cex


2) Create these directories (should be writable):

config/
  active/
  staging/
  sync/


3) Copy/paste all files from $config_directories['sync'] to config/active/

4) Add the new settings to settings.php

$config_directories = array(
  CONFIG_ACTIVE_DIRECTORY =&gt; DRUPAL_ROOT . '/config/active',
  CONFIG_STAGING_DIRECTORY =&gt; DRUPAL_ROOT . '/config/staging',
  CONFIG_SYNC_DIRECTORY =&gt; DRUPAL_ROOT . '/config/sync',
);

$settings['bootstrap_config_storage'] = array('Drupal\Core\Config\BootstrapConfigStorageFactory', 'getFileStorage');


5) Add this to service.yml (in the same directory as the settings.php):

services:
  config.storage:
    class: Drupal\Core\Config\CachedStorage
    arguments: ['@config.storage.active', '@cache.config']
  config.storage.active:
    class: Drupal\Core\Config\FileStorage
    factory: Drupal\Core\Config\FileStorageFactory::getActive


6) Export the settings to sync:

$ drush cex sync


Than you should have the settings in config/sync :)