I think this has worked for most users:

(1) Open a new tab to about:config (type about:config in the Awesomebar and tap the go arrow or tap Enter).

You may want to bookmark this for easier future access.

(2) On the search line, type down and pause while Firefox filters the list

(3) Scroll down to browser.download.folderList and tap it to display the editing controls. Change the value from 1 to 2 (from "default always" to "last used folder").

(3) Tap the large "+" above the list to add a new setting

(A) On the right side, you see "Boolean" tap that and change to "String"

(B) The name of the preference should be browser.download.dir (this stores the last used directory)

(C) The value depends on the folder you want. For example:

/sdcard/FxDown 

Then tap Create.

If you switch back to your other tab and download something, it should go to the new folder.

Success?

Thank you for the help. With this detailed instruction on how to make SD my default, I was able to do it without a hitch. Thank you.