The update message popped up after a restart. Updated.

Thanks for your help and sorry for wasting your time with something that was not a bug. Glad I (we) sorted this issue before Christmas and the new year. A rather dumb mistake on my part.

Any chance of future MW versions allowing MW to create folders in settings (download+incomplete)?
Or does this become too much of a platform specific task?
I can't remember about LW4 but FrostWire 4 had this ability for a downloads and shared folders. There is a very small if minute chance someone else might eventually make a similar error.