@Mast3r First, you can change you download destination, every time you save a file. The entire computer is fair game, as the entire file tree is available.
Personally, I oftentimes download directly to the desktop for files which are compressed, (.zip & .rar are the most common file extensions), then drag the container directly to the recycle bin. (But yes, that does use up space on C/
Obviously downloads can contain many different categories of content. Some examples would be, programs, videos, .Mp3 still images, program manuals, game scenery packages, & more.
Methinks it would behoove you sort through your downloads, separate them into types of content, then setup individual folders for each type on your mechanical HDD, with shortcuts to each folder on your desktop.
As you may, or may not know, you can drag a FILE to a shortcut, and it will be transferred to the targeted location. Shortcuts are not just for opening their intended location.
If you choose the desktop itself as your download location, you can work the file from there, and put it in its proper location.
Since every download to the desktop creates an icon, it will be "in your face", so to speak, and not get lost, forgotten, or ignored in a folder, no matter on which drive that folder may be located.
To carry that concept one stop further, the folders that Windows supplies for different topics, IE "My Documents, "My Photos", "My Videos", and yes,
"Downloads", are the worst possible places you can store anything, for a variety of reasons.