Have you looked here yet?

https://support.mozilla.org/en-US/kb/where-find-and-manage-downloaded-files-firefox?redirectslug=Downloads+window&redirectlocale=en-US

This is not an answer. I have already set my preferred download folder in the general settings as I said. Also, the link is about the download panel, it simply lists all present and past downloads, it doesn't say why Firefox sometimes is not respecting my settings.

You can't set the root directory on a drive as the default download location, Firefox wants to use a dedicated directory on a drive. This is likely to prevent data loss as clearing download data might cleanup the entire drive.

As a side note, if you prefer to read PDFs in a tab in Firefox, you can bypass the confusing situation that some PDFs are treated as web content and cached while other PDFs are silently saved to a regular folder by making a settings change. There are two options:

(1) Use the web content cache for all PDFs (override "attachment" disposition to "inline")

When your handling action is "Open in Firefox", all PDFs can now be opened as web content and saved in the cache instead of a regular folder. Here's how you set this up:

(a) In a new tab, type or paste about:config in the address bar and press Enter/Return. Click the button accepting the risk.

More info on about:config: Configuration Editor for Firefox. The moderators would like us to remind you that changes made through this back door aren't fully supported and aren't guaranteed to continue working in the future. I'm using this so I feel comfortable mentioning it.

(b) In the search box in the page, type or paste browser.download.open_pdf_attachments_inline and pause while the list is filtered

(c) Double-click the preference to switch the value from false to true

(2) For downloads that websites push as forced saves, present a prompt to ask you what you want to do with the file (similar to Firefox 97 and earlier)

(a) In a new tab, type or paste about:config in the address bar and press Enter/Return. Click the button accepting the risk.

More info on about:config: Configuration Editor for Firefox. The moderators would like us to remind you that changes made through this back door aren't fully supported and aren't guaranteed to continue working in the future.

(b) In the search box in the page, type or paste browser.download.force_save_internally_handled_attachments and pause while the list is filtered

(c) Double-click the preference to switch the value from false to true

I don't want to sound harsh but you keep avoiding the point. First, what you said is not correct. I have always been using E:\ as my download dir, that is my work/data partition and I like to put stuff there and I am free to do what I prefer, and Firefox *always* respected it without problems. Rather, once it happened to me to find my System partition damaged and I had to reinstall Windows RIGHT BECAUSE FIREFOX DID NOT RESPECT MY SETTING AND CRASHED RESULTING IN CORRUPTED C:\ PARTITION ! Please stop lurking in my hidden settings because I just changed them for two reasons: 1. to avoid the ugly Win10 looking windows bar 2. to use E:\FirefoxCache for the cache (again, to prevent damaging my System partition, and this setting should have been moved to the regular settings !!!!)

In addition, I have also set the option to always ask where download, and I am therefore always presented with a file dialog, which opens by default on E:\ as it should be. But in some cases, as with the link I reported in my original post, the download starts silently to C:\Users\Name\Downloads, without even opening a file dialog. Do you want a vid ?? Please don't tell me this is not a bug.