You probably should create a "new" disk with the custom path in the file config/filesystems.php and then specify the disk on the Store method
config/filesystems.php
'disks' => [
'customDisk' => [
'driver' => 'local',
'root' => storage_path('app/Downloads'),
'throw' => false,
],
],
Excel::store(new ClientProviderSport($compliance), 'name.xlsx', 'customDisk');