When you are changing paths to the file in Settings -> Options… -> Application -> Paths -> File with Generated Script, there is no possibility to change the name of the file in a comfortable way, using […] button. If the file doesn’t exist, you will receive “Generated.SQL File not found. Please verify the correct file name was given”. The result is that you cannot navigate to the new folder where you want to create the new .sql or .ddl file. You have to enter a full path manually or use a trick - right click in the “Open” window, select New -> Text document and then go ahead!
Shouldn’t you call “Save as…” dialog box instead of “Open file”, like you did it in TDM2?
Similar user interface bahaviou you can find in Version Manager section but here default files exist by default, and probably most of users rarely have the need of changing names of these files…