QUESTION :
How to change the folder Outlook 2010 saves sent emails to? I want a custom one, because I want to use my account from two different clients – Outlook 2010 and Thunderbird.
ANSWER :
Rules on outgoing messages always run client-side, never on the server, so you are looking at two separate solutions for the Outlook 2010 and Thunderbird clients.
You will need to create rules in both mail-clients that will forward a copy of all outgoing mail to the new Saved-Sent folder, which will probably also require a server-side rule to get these forwards to the right folder.
For Thunderbird, maybe the Send Filter add-on can help.
For outlook, Create a rule to file our outgoing emails might help.
(As I don’t use Exchange or Outlook, I can’t help with the details.)
See How can I change my default inbox and sent folders in Outlook 2010?
You can also change the location per message. In a mail message on the ribbon, click Options -> Save Sent Items To -> Another folder