So, my conclusion for now would be that there is something in the Firefox code that prevents this SBIE setting from working as intended
You're right. Firefox first creates the file in some temporary folder, then moves
it to the target download folder.
OpenFilePath configuration was not recognized in the case of moving files, but I fixed this now.
I think I'll probably release a beta version of Sandboxie tomorrow, so you'll get the new functionality then.