If you do that initial 'save as' to a new folder immediately at the start of a new project before recording or rendering anything then all files will go into that folder.
It's good practice to make a "Recording Projects" folder in a convenient place on one of your hard drives. Then make each project as a sub folder there.
Note the output options in the render window. You can point the render output where you please. That means you can forget you had it pointed somewhere else that you no longer intend. (Leading to the classic computer doing what you said instead of what you meant.)
I've had opportunity to watch over the shoulder of a Windows user recently and the Windows file explorer appears to hide all kinds of things by default. I'll ask questions like "Can you just filter by date?!" and either you can't or it's cryptic enough that he doesn't know how. So... they appear to be in the mode of "confuse the user into calling for help and spending money". You might have to wrestle control of your file system from the defaults.