Well, it does actually save it to you Moodle server now. Thats how it works. It gets recorded on tokyo.poodll.com and then copied and stored inside the Moodle data directory of your server.
If thats ok, then you are good to go.
If you need to have a non Moodle place to store the recordings on your server, as you suggest, that requires some customization. Not much really. Have a look in poodllfilelib.php, I think in the function "instance_remote_download" and you could add a save-to-my-custom-directory-too style function.
I did get your email, but thought it best to reply here. If you do want me to do some custom work, then ok, and lets continue that conversation by email.