I'm not so sure about the hotkey feature but i can give it some thought.

Addons should not and in fact cannot download files to anywhere outside the browser's download directory. This addon does have a subfolder feature but firefox currently doesn't support it yet.

Also, you and everyone else, please stop using AMO "reviews" to request features. These reviews aren't a means of communication, and developing new features or fixing bugs requires communication. I've put email and support site links on the main page for a reason, please use them.