While working with windows you'll hate those tiny Save dialogs, and you will copy paths in the address bar.
Doing exactly that requires you to go to the Explorer Windows you've most recently closed, copy the text, go back to save dialog, and paste.
Not only have you wasted your clipboard contents, you also helped wearing out your mouse by 4 more clicks.

Since my script depends on user readable language, you'll need to modify one word it to fit your language.
See line 8 and change it to your translation of "Address:{space}".

If you are not sure what window's implementation of that word is, you can use the window spy on an Explorer Window to search for the Visible Window Text line: "Adres: U:\Dropbox\Overige\AutoHotkey\LastPath". (this is the dutch line)

Use CTRL + WinKey + RightClick to paste!

Download script (EN)
Download script (NL)

V1: Initial