WhatsApp Change Download Path on macOS

Yes you can. I just tried on my iMac. I'm presuming you mean downloading photos.

• In Whatsapp click on the top right corner chevron on the photo
• Click on download
• Change the destination (Where:) to Desktop
• Click on save
• This now becomes the default until you change the destination again

No, I don't think so. This is something related to the settings of WhatsApp, and I don't think typical users like us could change it.