You can use the symbolic link for this purpose which had used in the past due to insufficient disk space.
Symbolic links for this purpose are not supported, and have been known to be broken by the installer package in some circumstances.
I highly recommend using bind mounts if keeping everything in a single filesystem is not possible.
Additionally, connecting to a remote machine may introduce datafile creation delays if the network is unable to keep up with the data volume your AMD is producing.
you can even consider mounting and using a different file system mounted at /var/spool/adlex. It all depends on your specific situation. And I agree with Eric, symbolic linking isn't the best choice in this case.