It would be great if I for example could download a file with kdialog from a web browser and save the file to a fish path in dolphin, so I don't have to save locally first and then move it to fish folder. Reproducible: Always
Which web browser are you using? If the browser only supports saving to local files, the dialog will not magically add support for remote files.
If you can provide the information requested in comment #1, please add it.
I am using chromium.