Cannot get audio recording (wav files) in my project directoy

In Configure Kdenlive/Environment/Default folder, I have Capture folder: Always use active project folder.

In Project Settings/Project folder, I have: C:/Users/xxx-user/Videos/my project directory.

When I record audio, the wav files are still located in: C:/Users/xxx-user/Videos

Is this a bug or am I doing it wrong ?

The expectation is for the files to be in C:/Users/xxx-user/Videos/‘my project’ directory ?

Yes, I would like audio to record in my project directory: C:/Users/xxx-user/Videos/my project directory