I must be doing something wrong here.
What I did was have a look at the user prefs and the basic folder layout of Blender itself.
So I created a workgroup folder called ‘WG_Blender’, with the subfolders ‘datafiles’, ‘python’ and ‘sctripts’ mimicking Blender.
What I then did was link Blender to this workgroup via the user preferences like you said.
As I want to use a standarized set of HDRI’s for Lookdev (and more…), I added ‘studiolights/world’ folders in ‘datafiles’.
All the same as in the Blender folders.
Now I added some .exr environment images in the ‘world’ folder, and restarted Blender. The new files do not show up when clicking on the sphere. Only the default environments show.
I can add a new one via the gear icon or preferences, but thie new one is added to the user preferences under ‘C:\Users\rob\AppData\Roaming\Blender Foundation\Blender\2.80\datafiles\studiolights’.
Not what I want.
Edit: it seems that manually adding .exr for Lookdev only works until you restart Blender.
A file is added to the preferences folder though…
Can someone confirm this is a bug? (build 2019-01-14 11:43)