You can remove AutoRecover=y from the Sandboxie.ini to disable this entirely, so files would only be recovered when you manually do that from the user interface.
You could give the application located outside the sandbox, but ran in the sandbox, OpenFilePath=process.exe,C:\Users\Lenovo\Desktop. For applications that are located in the sandbox itself OpenPipePath=process.exe,C:\Users\Lenovo\Desktop needs to be used. In both cases, the process.exe needs to be the name of the process that is supposed to write to the real file location, instead of the sandbox.