Download folder in WhatsApp on Macbook

Hello. I need to change my download folder in WhatsApp on my Macbook Pro. The Whatsapp's support said, that their app doesn't have this function - Whatsapp download media files on User's Download folder. I changed the location of the Downloads folder, but WhatsApp still creates a new Downloads folder in the user folder. This can be changed in other applications. You need this to sync your downloads with Icloud. Can you please tell me how you can change the download folder for WhatsApp?