favourites for the render destination folder

…or a 10+ history list

yes.
and/or option for “same folder/destination as xrns”, or something like that.

yes.
for me, actually, a separate folder for when “use automatic file naming” is checked or not would be enough, but probably a 10 entry history list + Denims option would be enough for 99.99% of the people.
(my annoyance with selecting a folder proper is also at least 99.99% windows’ fault though.)