Tried this already: 

[Android] Spotify doesn`t save to SD card by Community Manager Rorey ‎2016-03-15 12:40 PM - edited (8,908 Views) If Spotify seems unable to save offline music to the SD card or you receive an error message that says "Disk is full", try these steps to save to your SD card: Go to System Settings. Go to "Apps". Select the Spotify app. On Spotify's page, first, tap "Force Close". Then tap "Clear cache" if it's not greyed out. Then tap "Uninstall" and remove the app. After uninstalling, power off your device. If you can, remove the battery now. Power back on. Using a file manager on your phone go to Internal Storage > Android > Data and delete a folder called com.spotify.mobile.android.ui Reinstall Spotify from Google Play.

Still does not work on galaxy s5