When you say "uninstall the companion app" are you going to the VDH Gear Settings and under Behavior, changing to Browser for the download process? You are surely not "un-installing the program in Windows, are you? You can just toggle the choice under the Settings gear.
Using the CompApp and either the Tab/Window Save-as will allow the last folder used to default appear when saving. In fact, the "Default download directory" will show this. This settings info appears after a previous save to folder. When you get to the Save-as display, find the location of where you want to save (by using the Folder Tree). This will then be you default till you make another or choose another folder. Works all the time! I'm assuming you are not using the "Quick Download" choice for the process.
There have been changes to both the CompApp (1.2.4) and VDH, so use the latest. Lots of great changes has happened over the last 3-4 months.
If you do not use the CompApp and use the Browser with either Tab/Window for the File Dialog (under Appearance), the Save-as folders will default to what is set in Mozilla.