Fuse is probably a better starting point. Something like sshfs. Adapt it so supports showing the directory sub-tree, but not the files (other than ones selected with the native GUI).

On macos it is quite common now for apps to pop up a dialogue box to ask for file open/browse permission for a particular location. I presume something similar is done on Windows A.

Make a sub-folder and offer to save within that folder?

Or go the browser way and make the filepicker system-level and granting access as you select.