NVM, I figured it out. If anyone has the same problem.
All you have to do is redownload it. Put the zip on whatever drive your files are on and unzip it there. If you try just dragging the app to the new drive, it wont work.
Scrax, I figured out the solution to my error BUT, when opening the app(on my external) then dragging the same icon(raw2dng icon) onto the app, I don't get the menu, therefore I can't disable the prores file thing. Any ideas?