Basically you need to put a custom location place in caja (Places Shortcut), like Downloads, Pictures....
This works for the caja file manager and translates to file manager dialogues like 'save as' in Firefox, pluma, whatever.
The this example, I am going to create a places shortcut for home/user/Downloads
Open caja and make sure that the places sidebar is visible. Navigate to the subfolder that you need to create the places shortcut for, i.e home/user/
Here is the simple trick, it is done graphically, by dragging and dropping the folder of choice into the places sidebar BELOW the line at the bottom of the default places that came with the system. So drag Downloads across and MAKE SURE that the folder is not being redirected into another partition or the trash. Below that line.