How to change download direction

I want to use Quixel Bridge however it’s keep downloading all the assets to the C drive (documents) even though my engine is located to the different drive.

I’ve tried mklink but it just crated copy to different path in the end I’ve had identical folders on both disks which I don’t want.

Can someone help me I’ve no idea how to stop Unreal Engine automatically downloading everything to the C drive?

Is there a way to change the Quixel Bridge download directory in it’s setting menu?