The Save Project directory is actually a Windows Registry setting and cannot currently be set in audacity.cfg. See https://forum.audacityteam.org/t/save-folder-question/23986/13 and on to the end of that topic.
You “should” be able to force the directory by preloading the Registry entry with your desired save location, using a batch file each time you launch Audacity.
If you want to “vote” for a default Save Project directory, then you can do so by replying here and we will take the “vote” into account.
Gale