It is possible to add additional custom shelf paths by editing the preferences of Substance Painter without opening the application.
To do so, it requires to edit the application preferences (which are stored differently per platform). Once added, the new shelf should appear in the shelf list in the main preferences. See this page for more details : Shelfs
Substance Painter doesn't support network path, be sure to use a mounted path instead to avoid any issues. See : Loading files from a network