You can change the storage location of the file in the menu Menu > Settings > Receive > Storage location (internal storage). Select the SD card from the storage location.

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In order to save files to the SD card, Send Anywhere needs permission to access the SD card (you will only see this at the first time you access the SD card). Click OK on the permissions window, then select SD card from the list of storage.

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Tapping SELECT at the bottom of the screen grants you access to the SD card. Select the storage location in the folder selection window of the SD card, then tap Select again to change the file storage location.

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