Here’s a Nyquist plug-in that will set the default Export location to the folder where the last imported audio file came from:
Export-To-Import-Path.ny (1012 Bytes)
Installation instructions: https://forum.audacityteam.org/t/installing-nyquist-plug-ins/62381/1
The plug-in requires a recent version of Audacity (3.0.3 or 3.0.4 should both work).
When installed, the plug-in will appear in the “Tools” menu. Run the plug-in after importing the file and before exporting.
Optionally, you could also set a keyboard shortcut to run the plug-in (See: https://manual.audacityteam.org/man/keyboard_preferences.html)
Let me know how it goes.