If you omit the path of the spool file, it will be saved to the default directory. If you right-click on the menu item or desktop item of the PL/SQL Developer shortcut, you can change the default directory through the "Start in" shortcut property. By default, the "Start In" directory is "C:\Program Files\PLSQL Developer", but you can override it to any directory.
I have added a "default spool directory" preference to the list of enhancement requests.
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Marco Kalter
Allround Automations