Force Rhino to create embedded textures folder

I frequently copy-paste screenshots into Rhino, and I’ve had situations where Windows automatically deletes the temp files associated with the screenshots and end up with missing images.

I want to create an embedded textures folder to prevent this, but Rhino seems to refuse making it even with “save textures” turned on. I’m assuming it’s because the program is finding the images in the temp files and sees no reason to create a dedicated folder.

Anyway to force Rhino to do so? Or a workaround?

After pasting the screenshot in Rhino move the original file just before saving with Save Textures checked, then re-open the Rhino file.

I ended up simply disabling Windows from deleting temp folders, but I will try this out. Thanks!