It looks like your symbolic link has not been set up correctly.

First, delete the symbolic link(s) you already created (rm command) and the /etc/AdguardHome directory (rmdir command).

Second, run the following commands:

cd /etc

ln -s /mnt/usb_drv/AdGuardHome ./AdGuardHome

ls -l /etc/AdguardHome
ls -l /etc/AdguardHome/data
ls -l /etc/AdguardHome/data/filters
ls -l /etc/AdguardHome/data/filters/2389612069