My original procedure was only to move only the /etc/AdGuardHome/AdGuardHome program to the USB drive, which is why the original symbolic link is “program-to-program”:

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

This does not work when you move the entire /etc/AdGuardHome directory to the USB drive, which is why the new symbolic link is “directory-to-directory”, as in Post 35:

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

If you are sure you completely copied /etc/AdGuardHome to /mnt/usb_drv/AdGuardHome, then you have to delete the original /etc/AdGuardHome directory (or rename it with the mv command above).

No /etc/AdGuardHome can exist in /etc or the symbolic link cannot be created because it has the same name. It is not enough to “delete everything in /etc /AdGuard apart from the symbolic link”. The /etc/AdGuardHome directory itself and the symbolic link(s) you already created have to be deleted, as I indicated.