MySQL 5.7 Reference Manual
MySQL 5.7 Release Notes
If a DATA DIRECTORY or INDEX
DIRECTORY table option is used in a
CREATE TABLE statement on the
source server, the table option is also used on the replica.
This can cause problems if no corresponding directory exists in
the replica host's file system or if it exists but is not
accessible to the replica server. This can be overridden by
using the NO_DIR_IN_CREATE
server SQL mode on the replica, which causes the replica to
ignore the DATA DIRECTORY and INDEX
DIRECTORY table options when replicating
CREATE TABLE statements. The
result is that MyISAM data and index files
are created in the table's database directory.
For more information, see Server SQL Modes.