I use RM 9 on Linux, in Wine, which simulates Windows 10, and I don’t set any folders, which probably means that RM 9 defaults to my Documents folder, wherever that is. And when I tell RM 9 to save my downloaded tree as ‘ancestry’ it automatically creates a folder named ancestry_media.
I see that same logic in your settings, and in my experience Ancestry Tree Share always saves media like that, so that you shouldn’t have broken paths, also because media don’t have paths on Ancestry.