OK just like I said, in Firefox (sandboxed), if downloads are set to be saved automatically to the same location, they'll go to the sandbox folder. If download location is set manually each time, you just do what you want and it's saved where you want.
Internet Explorer doesn't allow to set an automatic download location, it just retains the last one used, so it's manual every time and will never go to the sandbox that's normal >>> this just means that it doesn't depend on a setting in Internet Explorer OK, so this can't be virtualized at the opposite of how it can be done in Firefox >>> predefined download location >>> you click save and you're not asked where >>> the predefined download folder gets sandboxed.