Move config folder to another location on Window (v8.6.0)

Hi, I have ES 8.6.0 on Windows (single-node). I am looking to move the config folder to another location. I have I have added two new environment variables:

C:\Windows\system32>echo %ES_HOME%
E:\elk\elasticsearch\8.6.0

C:\Windows\system32>echo %ES_PATH_CONF%
E:\elk\elasticsearch\config

When service elasticsearch-service-x64 tries to start it fails with error in log:

java.io.UncheckedIOException: java.nio.file.NoSuchFileException: E:\elk\elasticsearch\8.6.0\config\jvm.options

As you can see it is still looking for jvm.options in the original location.

When I try to start using elasticsearch.bat I get error in my-cluster.log:

ERROR: [1] bootstrap checks failed. You must address the points described in the following [1] lines before starting Elasticsearch.

[2023-02-01T14:43:21,789][INFO ][o.e.b.BootstrapChecks ] [xxxxxx] explicitly enforcing bootstrap checks bootstrap check failure [1] of [1]: memory locking requested for elasticsearch process but memory is not locked

Are there any instructions anywhere which shows to correctly move the config folder to another location in Windows? looks like it needs more than just environment variables?

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