Workarounds:
1 - Save As followed by (manual) delete
2 - For new projects (the case originally mentioned), create all new to-be-named projects with audio in the shared audio folder, then do a Save As with per project audio when you know the name
3 - Don't bother about it...save as and rename the cwp. So the audio folder might be named something different - that's SONAR's problem, not yours :-)