Hello @thedelph ,
Welcome to the forum!
You should copy the content of D:\Storj to /data/storj/storage unless you using Docker for Windows.
The mount will remain the same, as you specified, i.e. --mount type=bind,source=/data/storj/,destination=/app/config
Better to copy to the folder on the disk with data. The identity without data is useless and data without the identity is useless too.
Network filesystems are not supported, include but not limited to NFS and SMB. The only compatible network protocol for storage is iSCSI.
The exception is SMB when the server and the client are both Windows. Heterogenic environments will not work or will produce issues.
See
https://forum.storj.io/tag/nfs
https://forum.storj.io/tag/smb