You can change the location of downloads folder
1. Create a folder called downloads on the hdd
follow this (I only use this site as instructions are clear) - https://www.dummies.com/computers/operating-systems/windows-10/how-to-change-the-location-of-user-folders-in-windows-10/
make sure not to set entire hdd as a downloads folder so when you pick the folder you made in step 1, make sure it is what shows in the location line in the properties menu - see step 6 of instructions above. Setting entire hdd can be hard to fix.
You can do same thing for onedrive folder, documents, music, pictures, videos.
Only thing you don't want to change is the default download location in registry as windows only has 1 default, and if you change it all the driver installs and windows updates would go to hdd as well. They are hard coded to think they on C drive, it will break windows.