Symptoms
Data from the MSExchangeHMWorker process and MSExchangeHMRecovery process is being written to a default path on the C drive regardless of the actual installation path in Microsoft Exchange Server 2019 and Microsoft Exchange Server 2016.
Resolution
Starting in Cumulative Update 12 (CU12) for Exchange Server 2019 and Cumulative Update 23 (CU23) for Exchange Server 2016, the program writes MSExchangeHMWorker and MSExchangeHMRecovery data to the folder that's in the same path as that of the Exchange Server installation.