Sorry, I am still not sure I understand you. Is this a different issue from the above, or the same? What is the "tag bar"? Maybe you show us some screenshots to clarify your issue. Also some additonal information like version of Picard and maybe the file naming script you use can be helpful.
Also about the save directory I have double checked: The only way to change it is either by setting it in the options or via the file browser as I described above. Just to be sure, we are talking about the directory shown below under "Move files to this directory when saving" and that option is actually set, right?