Encontrei esta página no site oficial do Postgresql, em detalhe:
If you wish to keep the configuration files elsewhere than the data directory, the postgres -D command-line option or PGDATA environment variable must point to the directory containing the configuration files, and the data_directory parameter must be set in postgresql.conf (or on the command line) to show where the data directory is actually located. Notice that data_directory overrides -D and PGDATA for the location of the data directory, but not for the location of the configuration files.
If you wish, you can specify the configuration file names and locations individually using the parameters config_file, hba_file and/or ident_file. config_file can only be specified on the postgres command line, but the others can be set within the main configuration file. If all three parameters plus data_directory are explicitly set, then it is not necessary to specify -D or PGDATA.
When setting any of these parameters, a relative path will be interpreted with respect to the directory in which postgres is started.
Qual é a saída de echo $PGDATA
no seu host?