Custome Directory to Store Session

Thank you so much for this wonderful plugin.

currently the chat history / session get stored on `.local/state/nvim` I would like to configure a custom path where the session get store. I don't know if this already exist but I checked the docs did not find anything

Start by checking the documentation and tracing where session data is stored under `.local/state/nvim`. Done means users can configure a custom session directory and the available setting is documented; the issue names no source file or test.

Written by the indexing model from the issue text.