Folders no longer being remembered?

Used to be when I connect to a site and on local pane navigated to a folder for that site WinSCP would remember those locations.

Since last upgrade no longer remembers folders always opens to last folder locally ignoring what site I am connected to. Have had to go hunting for downloaded backup files from sites which I assumed were in the correct local folder but were actually in the folder for a previous connected site.

Settings save in .ini file.

Is there a new setting I need to make now to tell WSCP to remember my local folders as they relate to sites I connect to?

I'm not aware of any such change.
Can you please post few screenshots and session log file documenting the problem?
Screenshots of these screens would help:
https://winscp.net/eng/docs/ui_pref_panels
https://winscp.net/eng/docs/ui_pref_panels_local
https://winscp.net/eng/docs/ui_login_directories
And also of the main window after you open the session.

I find the info very confusing.
Let me simplify what I expect as a universal setting that does not require that I make changes to every single logon since this should be DEFAULT for every site.

Each site has it's own local directory.

1. I click a domain to log into FTP.
2. It loads on local pane the directory for those files on my desktop.
3. It loads on remote pane the directory on server.

Note I have all the local folders saved but WinSCP for the most part refuses to switch when I open a new session. I almost (but not always) have to keep navigating to the correct directory the approving with SAVE. But still does not switch next time I switch sessions.

Haven't you enabled "Do not change state when switching sessions"?
https://winscp.net/eng/docs/ui_pref_panels_local

If you didn't, please provide step by step instructions for reproducing the problem.