I think it would be nice to have separate default save locations for downloads and screenshots, for instance downloads saved to the user's default downloads folder (as with other browsers) and screenshots saved to the system's default screenshot location.
For instance, a user might create a Screenshots folder in their user directory and want their system screenshots and Firefox screenshots to be saved to the same directory. Specifically, I changed macOS' save location for screenshot.app to ~/Desktop/Screenshots, but Firefox's download location is ~/Downloads. This means that Firefox screenshots still go to ~/Downloads, not ~/Desktop/Screenshots.