I use this regularly, and I would love some way to set in the command that after running it winscp will change the remote directory to X.
In general you can setup custom command like:
/path/myscript ; cd /path/results
Unfortunatelly there is a bug in current version of WinSCP preventing WinSCP to notice path change. Send me a mail and I can send you back fixed version.
1. To be able run commands while in a session in the way of scripts like those in "Scripting/Automation" (which currently have local and remote change directory commands), but with the addition of remote execute (which I read that will be possible in the next version).
This is definitelly good idea and I'm considering to implement it sometime.
3. Another, perhaps less ideal, but still simpler and very useful option that would speed all that clicking would be to be able to assign key bindings to both, bookmarks and custom commands. Then I would probably put control-1 to perform the search (the custom command) and control-2 to go to the results directory.
Also on my todo list.