In Obsidian, you can make plugins auto-create folders by defining the file format string to include /.
For example, I use Periodic Notes plugin and I have defined the daily note format as: YYYY/YYYY-MM/YYYY-MM-DD. Whenever a new daily note is generated, it checks if a folder matching the pattern YYYY exists and if not, it will create one. It then checks if YYYY/YYYY-MM/ exists and if not, creates one. Finally, it creates a note named YYYY-MM-DD.md inside that folder.
It’s a very handy trick that works pretty much everywhere in Obsidian. Even if you name a note and use / inside the name, it’ll create all the folders it needs. I’ve ran into this so many times accidentally when I forget you can’t use forward slash in note names.