Choose where to save Catalina screenshot individually

Should be a simple question: When I take a screenshot, I would like to be able to choose which folder on my hard drive it can go into, the way I can with every single other program (and could in the past with Grab and Jing). But with the Catalina screenshot tool, I cannot find an option to do this. There’s a way to change the default folder to save screenshots (so that it doesn’t clutter up my desktop by default – thank goodness!), but I can’t find any place to choose where to save each individual screenshot when its created, short of pressing Move to Finder and manually moving it myself. Is there some way of choosing the save location that I haven’t been able to find yet? Or do I have to change the default location every time, and remember to do that before I hit capture?