Change where your Game DVR captures are saved on your PC
Your game clips and screenshots will always be saved in the Captures folder,and you can move that folders in any folder you want on your PC.
Go to File Explorer > Videos.
Drag the Captures folder where you want it.
If you have trouble recording game clips using Game DVR on Windows 10, this page can help you find the information you need to resolve the problems.
Note Before you begin troubleshooting any of the following issues you’ll first want to verify that you have the latest version of the Xbox app on Windows 10.
Users in the European Union and Korea who are using a Windows 10 N or a Windows 10 KN will also need to install the Media Feature Pack for N and KN versions of Windows 10 to use this feature.
What if I want to save Videos and Screenshots on another Hard Drive?
I don’t know how to change the save location to another Hard Drive.
This information I am searching too and I am not founding anything useful. Did you found something yet?!