How to be able to change the default image save directory for Zorin OS's native Screenshot app?

Alternatively you could try a different snapshot tool such as the KDE app, Spectacle. By default it just saves your screenshot to the Pictures folder should you decide to click on Save. I don't use Zorin as my daily go to but I do have it as a VM on KDE neon and I have Spectacle installed on the VM (Vitual Machine). Forgot that I made a video about comparing Spectacle on Gnome with KDE Plasma.