@Rigmarole, with respect I think the OP’s question is a little more specific than your reading of it. It seems to me they are specifically looking for a hotkey solution to create a file in any folder on the fly, so the (1) default solution or the (2) specific use cases (Zettelkasten and Daily Notes) are not applicable. And the third solution is far from a hotkey triggered dialog box – wouldn’t it require a very user-unfriendly URI like obsidian://new?vault=my%20vault&path=path%2Fto%2Fmy%20note?
But your point about the URI scheme suggests it might be amenable to a lightweight plugin. Instead of hitting Cmd+N, you would just invoke another hotkey to pop up a folder picker, and the plugin could populate the URI with the results.
I’m not a developer, but I know there are times when I would find that handy.