This problem is about read/write permissions on SD Card

The app must contain "xml" declaration about "SD Card read/write" to allow
select any path (i think, from KitKat+ and newest... they introduce this) (not
all programmers know or use that, so some apps are limited)

But there is a solution:

choose or create (if not exists)

on SD (extSdCard) 
(full path)
/storage/extSdCard/Android/data/com.httrack.android/
on SD (relative path)
../Android/data/com.httrack.android/ folder 

and select that path as base path (you can create any folders or subfolders as
you want)

PD1: Maybe there are more solutions, I have that problem and it works.

PD2: BTW use HTTrack with caution on SD Cards, as this is an "read/write"
intensive app, in fact i don't recommend using it on SD cards or mobile (too
often or too hard)

PD2: To copy files and subfolders to another device use a card/reader and plug
it via USB, MPT protocol is "shit" or via ADB
<https://vxlabs.com/2014/11/06/use-adb-to-bypass-dog-slow-mtp-transfer-of-files-from-android-to-linux/>