Is it possible to chose here sia stores the files? As I have many HDDs, I do not want them on C:/.
You can combine hard drives into one drive via software in example windows disk management and run Sia from there.
Yes create another disk/volume/partition and put the Sia folder there...
Sia will use storage from the volume that it is being run from...
So if you run it from Drive X then any storage you announce will be utilised from that drive