Windows Saved Folder works in mysterious ways. The file actually gets saved a level up from the Shared folder or whatever you renamed it as or selected to downld to. After a time, LW will move it from this location to the selected downld folder. So, point your cursor at the Saved Files Audio folder & see what directory location it shows. Else, use the Explore button & select the file & move it manually (drag & drop) to your prefered location.