I have a Lenovo K3 Note (K50a40) and I was running Android 5.0 Lollipop until last week. I had set the default storage as SD Card on lollipop in storage settings, but that option seems to have disappeared in Android 6.0 Marshmallow. It only allows users to "Adopt the SD Card as internal storage". I do not want to reformat the SD Card as internal, as that will result in encryption of the SD Card. I just want the downloaded data, and the screenshots, Instagram pics, Whatsapp media etc to go to the SD Card, as was the case in Lollipop with SD Card as the default storage.
The applications need to support this in Marshmallow, and as of yet many applications do not support the changes that are needed in their code to allow this to occur in Marshmallow with the SD card setup as external storage.
The answer is that your app developers need to include this functionality in their apps, it is not a blanket Android setting. Unless the code is included in their apps, there is nothing you can do to change it in a stock device.