You have to do it through the My Files app in the app drawer.
Save picture. Go to My Files. Select device storage and locate the picture. Move to SD card.
You have to make a folder to put it in, but that folder will show up in your Gallery.
However, every time you download a picture, take a screenshot, etc., you have to move it to the folder you created for it.
This way you can keep all your pictures, videos, etc. on the SD card, and free up device storage.
Yea, heavy and a bottle of bread.