for Logic's factory samples and samples instruments, you're right they need to be able to link to each other and therefore need to be on the same drive.
If you wanted to move the exs factory samples and sampler instruments then do this:
1. Quit Logic.
2. Go to HD / Library / Application support / Logic /
3. Move the sampler Instruments folder and EXS Factory Samples folder to your external HD.
4. Go back to the above folder.
5. Create an alias of the two folders from the external HD and put them in the above folder path in (2.)
6. (To create an alias: Option - Command - drag the file or folder and place in new location)
If you're creating your own sampler instruments which id what I think your aim is, then from my experience you don't need to place the sampler instruments folder and the samples on the same drive.
The sampler instruments files are very small and won't take up any serious space on your internal HD.
1. Place the samples in a folder of your choice on an external HD
2. In Logic open EXS24 and click on [i]edit[i]
3. Create a new instrument & place an audio file from the ext. HD on a new zone.
4. Save it in a new sub-folder within the Sampler Instruments folder.
5. You're good to go!