To tell you the truth I have never run into this issue, so I honestly am not sure if you can run the collection app from another directory other than Documents, as that may be where it's defined by the programming. You can try, and if it doesn't work, no use creating headaches for yourself. At that point, I would just manually navigate to C:\Windows\Minidump, and manually zip up any dump files there, and then attach the zip file here.