You should be able to create a shader without specifying where to save it first

Freya Holmér (Developer) 9 years ago updated by QuiteNice 8 years ago 4

Yeah, would like that to, 

And there should be a button to highlight the file-asset of the shader in the project window!
other feature idea in the same vein would be the ability to 'save as' & 'rename' shaders. So there's an ability to branch off a working shader and experiment without ruining your original.