I don’t think this is currently possible, but I would really like to see this feature make it into zbrush sooner rather than later.
I would like to be able to set custom file paths for projects, brushes, alphas, textures (import/export), etc that would save with the project file.
Currently, zbrush seems to only remember 1 custom folder path at a time. Having shortcuts in every folder that lead to every other folder doesn’t seem ideal either.