Since the DICOM protocol does not exchange any information about file names, this is not possible to achieve on the SCU's end. You have to convince the receiver (SCP) to use your naming convention for saving the received messages.
Since you are apparently using ORTHANC as the SCP, this thread may be helpful for you.
https://groups.google.com/g/orthanc-users/c/hUEt93SPUfM
If it is just about using a particular naming convention, you could also give the StoreScp from the DCMTK a chance. Whether its options for naming files and directories fits your needs depends on how you need to have it.