So I tested your project (both packaged and editor version) and I am getting the results you are reporting when saving the HighResShot 2 to the directory, but not when I test from a new project in 4.14.
For my test I packaged the project to my desktop and then when saving the screenshot it saved to the proper directory (C:/Users/Me/Desktop/WindowsNoEditor/HRSSTest/Saved/Screenshots/WindowsNoEditor/NameofScreenshot.png.) The ‘Shot’ command no longer is valid as you can use the HighResShot 1 which will take a default screenshot at the current resolution. Not sure how it is grabbing the AppData location, perhaps the directory in which you have it set to package?
For what you are suggesting in regards to writing your own path, it should be as easy as opening up the HRSS tool in code and check to see how/where they are setting the saved shot directory. Then just modify that to whichever file path you would like.
Let me know if you have additional questions.
Thanks,