Am I missing something? Right now everything I download is going into the same default folder. Where is the option for subfolders based on download site?
If you are doing adhoc recordings then downloads go into the folder set in Settings > Output Folder.
If you are doing live stream monitoring or scheduled recordings then each monitor/schedule can override the output folder on its Settings tab.
Settings > Naming Rules allows you to setup rules for what the filname is going to be. This includes adding in folders.