Creative new file of an event

All files that are created within the DAW reside in the Audio or Edits project folder.
If you want them to be saved in another location, then you need to export them and point them to the new location.

I just pointed to this process because it might offer a solution for the OP.
But it really depends on what the OP wants to do.

For example, I am using the “region” function a lot for these kind of things.
Create Regions within an event/select all recgions/bounce. (In this case you can choose the location)

Fredo