I would like to know if I can make Lightroom 4.2 (Mac) work entirely from an external drive. I men I would like to install the app in th local drive but tell Lightroom tu use another drive for cache, the library (Lightroom Library.lrlibrary) catalog, etc. I need to save space.
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No, you can't. The library needs to be on the local drive. You can only use an external drive for storage of copies of the originals (if you want to store a copy locally).
So when you scan a directory and it makes the previews, that info (space) is taken from the local drive?
Correct. All the program data including cache and previews are stored on the local drive. It would be a good feature request to have a preference to point Lightroom to a different location, but I suspect there might be some hesitation to add that, because what would happen if you started up Lightroom without that drive connected? Unlike Lightroom Classic, the newer Lightroom 4.x isn't designed to support different libraries, so it's not likely to behave gracefully if all it's data is on a drive that's not present.