It sounds as though you have modified/created the correct preferences. What is the exact path you put for the browser.download.dir preference?

For reference by other readers:

(1) Open a new tab to about:config (type about:config in the Awesomebar and tap the go arrow or tap Enter).

You may want to bookmark this for easier future access.

(2) In the search box, type down and tap Enter

(3) Scroll down to browser.download.folderList and tap Modify, then change the value from 1 to 2 (from "default always" to "last used folder"). The change should appear after a few seconds.

(3) Scroll back up and tap the "Add a New Setting" button

(A) String is the correct type, so OK that

(B) The name of the preference should be browser.download.dir (this stores the last used directory)

(C) The value depends on the folder you want. For example:

/sdcard/FxDown 

If you switch back to your other tab and download something, it should go to the new folder.

I tried a number of different paths, such as: /extSdCard/down /storage/extSdCard/down storage/extSdCard/down sdcard/down /sdcard/down /sdcard0/down

Unless there is a system-level block on using other folders, I don't see why you can't get any of those to work.