In option I've changed the location where to store downloaded files, however it still stores the files in another location. I've AVG bar installed as well as download status bar!
I've checked the settings of the AVG menu bar as well as the download status bar settings, but can't find a download location there. Firefox stores the downloads in C:\users\user\Appdata\Local\Temp\ and not to my Data drive which I've entered in the settings of Firefox and is also visible when I open the option menu.