I sat here for over 6 hours trying to get the code you provided to work. Unless you show Screen Capture of how to use Download folder to mklink /j to another drive folder and a actual working code that does not give red errors like "mklink /D C:\path\to\symlink D:\path\to\actual" I know mklink /j \default_download_dir is right, because C:\Downloads does not work. Plus Everything on internet says you have to do this Admin Command Prompt. Which I got to work. Question remains since you do not show or produce no REAL example of how to display such in on SaveIn Menu . Sure I can Create many new folders in Download folder but What I save I do not want in the download folder. I am not one who needs to Save things to Newly Created folders. I can understand adding Existing folders to SaveIn.

C:\Downloads > D:\ Picture Folder

"A symlink is needed to save outside the default download directory" ....
(mklink /j \default_download_dir D:\Picture_Temp\New_Sort_Temp ) ERROR.

(mklink /j \default_download_dir \Picture_Temp\New_Sort_Temp ) ERROR.

Wiki
Example:

mklink /D "C:\Users\\Appdata\Local\Plex Media Server" "G:\Plex Media Server"

" Quotes" and : Red Error