How can I control the default save location for PDFs in Microsoft Word for Mac?
The save as PDF option in the Print window is controlled by the system, not Word. It will default to the last place you saved a PDF because that's all it knows about. It is completely separate from (and unaware of) the Open and Save dialog boxes. That said, you can save a Word document as a PDF from File > Save As, and that will respect your last working directory related to the docx file.