1 - Don't use elgg-data in the name of Elgg data directory.

Use data instead. (As suggestion, don't use any symbols/characters excepts letters and numbers.)

2 - Check your settings file:

/var/www/elgg/elgg-config/settings.php

Look at these params:

$CONFIG->dataroot

$CONFIG->wwwroot

3 - Try to disable system/simple caches settings on Site settings page in Administration.

Clean the caches and check you site again.

4 - Enable the logs on Site settings page in Administration:

Note: cache folder doesn't exist in data directory, caches only. The links as you mentioned are correct and not related with folders in /data directory.

More info on http://learn.elgg.org/en/stable/admin/index.html