I feel it is worth it to repeat the OP's issue. It doesn't seem to have been solved yet, and the discussions have strayed quite a bit from it.
Currently you have to navigate the folder list to choose the right folder unless the most recently downloaded file went into the same folder. Much of that effort could be saved if opera kept a smart history with last download location per most similar url (or t least same domain), and launches the save dialog with the path parameter.
For example Firefox remembers the download location per domain.
- Saving every download in the same folder: Opera supports this.
- Saving every download in a custom folder: Opera supports this. It seems to default (at least for me) to the folder where I saved the last download.
- Saving every download in a custom folder, defaulting to the last folder I used for the given domain: Other browsers support this. Opera doesn't seem to -- at least nobody has provided a solution to make it work this way.
I also think that this would be very useful.