We're having issues with external data dirs.
Taking the sigma geoserver configuration and setting it as external geoserver data dir causes loading issues with shapefiles: I've taken the data dir from geoserver, catalog.xml and services.xml, moved to the new external data dir, changed catalog.xml so that it contains references to local files, such as file:featureTypes/states/states.shp, and now the datastore is no more able to find the data. It seems data loading is performed relative to the geoserver deploy root instead of the data directory root.
Also, a user is reporting that SLD files are not found anymore, citing also the following comment in catalog.xml:
Defines the style ids to be used by the wms. The files must be
contained in geoserver/misc/wms/styles. We're working on finding
a better place for them, but for now that's where you must put them
if you want them on the server.