Unfortunately, I don't think you can change the default location of iCloud Drive to an external drive or any other folder on macOS. iCloud Drive is designed to be stored in iCloud, Apple's cloud storage service. However, there are a few things you can do to free up space on your Mac Pro:
Move files to iCloud Drive: You can move some of your files to iCloud Drive to free up space on your Mac Pro. To do this, select the files you want to move, right-click or control-click, and select "Move to iCloud Drive."
Delete unused files: Take some time to go through your files and delete any that you no longer need or use. This can include old documents, photos, videos, and music.
Optimize Storage: Use the Optimize Storage feature in macOS Big Sur or later to automatically move infrequently used files to iCloud Drive and keep frequently used files on your Mac. To do this, open the System Preferences app, click on "Storage," and then click on "Manage Storage." Then, click on the "Optimize Storage" button.
Empty the Trash: Empty the Trash regularly to free up space on your Mac Pro.
Use external storage: Consider using an external hard drive or SSD to store large files that you don't need to access regularly.
Delete unused apps: Uninstall any apps that you no longer use. To do this, open the Finder, click on the "Applications" folder, and then drag the apps you want to uninstall to the Trash.
Use cloud storage: Consider using a cloud storage service like Dropbox or Google Drive to store files that you need to access from multiple devices.
By following these tips, you can free up space on your Mac Pro and make more room for the files you need.