Printing PDF is supported by Cups and the location needs to be modified on the cups-pdf.conf configuration file.
sudo vim /etc/cups/cups-pdf.conf
Under Path Settings, line 43 (It may vary) you will see
All you need to do is change the location to the new directory of your choice.
Please make sure to have the full directory location. If you are not sure, use the pwd command.
Once that is done, restart the Cups Process
sudo service cups restart