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 file system or if it exists but is not
        accessible to the replica MySQL 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 Section 7.1.11, “Server SQL Modes”.