When saving an image from the web, the save as box opens with a Finder-like set up. The sidebar no longer has a Favorite listing only Devices, Shared and Tags are available. How do I get my Farorites listing back with my folders?

Missing listing and folders. When I try to save an image form the web a box pops up to allow me to place the image in a folder called "Save As". The sidebar in the box contains listing and folders to place the image in the correct folder. The listing and folders under "Favorites" is missing and I don't know where to go to put it back where it belongs or how to change the preferences to show Favorites again. Can anyone help?