Firefox is automatically saving all downloads (and some docs only opened and not downloaded!) on my desktop even though my download preferences is set to "Always ask you where to save"

Is this about files you explicitly download or about files you open in an external application ? This shouldn't happen in case of the former, but can happen in case of the latter. This might be a recent change where in case of the latter files are downloaded to the location as set in "*Settings -> General -> Downloads" even if you have selected "Always ask you where to save". You can set another folder as the default download location. Note that screenshots also are saved to this folder.