During the first time, the filtered data extension is created in the root directory. Is there a way to change the location of the filtered data extension while configuring the automation?
The Filtered DE will get created in the same folder as that of the source DE - so if your source DE that you have specified in the Data Filter is in the root, then the target Filtered DE shall also be placed in the root. However if you want the Filtered DE in a different folder, then move the source DE to the appropriate folder, and ensure the Data Filter is configured pointing to the DE in this folder before using it in the Filter Activity.