Even on a highish end Western Digital SN850 for my C drive, loading times are super slow.
However my D drive is double the speed because I use Raid 0 SSDs for that (6.5k read speed C drive, 13k read speed D drive).
I wish I could have my saved games on the D drive as well to benefit. Also no, installing Windows to a raid partition is very ill advised because both windows doesn't play well installed on a raid configuration, and you lose access to trim, so such a drive would end up getting wrecked from page filing.
Just make a junction link
Move entire directory with saves to a location you prefer.
Delete original directory
Open windows console (with administrator privileges if necessary)
type:
mklink /j "full path to where directory originally was (as example C:\Users\"your-user-name"\AppData\Local\Larian Studios\Baldur's Gate 3\PlayerProfiles\Public\Savegames\Story) "full path to where dirrectry actually is right now"
If any directory have spaces - put that name in quotation marks
As a full example:
mklink /j C:\Users\DumbleDorf\AppData\Local\"Larian Studios"\"Baldur's Gate 3"\PlayerProfiles\Public\Savegames\Story D:\BG3saves\Story
What this will do is create link to directory in location where original directory was. So game will think all files are still there, but windows will redirect it to actual location.