WVD Windows 10 multi session - restrict user to single folder to download/store files

As alluded to by a few other people, multiple ways to resolve this, you could exclude folders, such as the 'Downloads' folder from the fslogix profiles to avoid bloat, and configure Storage Sense, to automatically remove the files in the Downloads folder after a specific day/time, and then configure GPO for the browsers to make sure that any Downloads do go into the Downloads folder by default (its usually their default behaviour):

https://luke.geek.nz/azure/Azure-Virtual-Desktop-Optimisations/#implement-storage-sense
https://www.laptopmag.com/articles/change-downloads-folder-edge-browser
https://admx.help/?Category=Chrome&Policy=Google.Policies.Chrome::DownloadDirectory