Is it possible to store chromatograms in subfolders from a Sequence?

Yes, this is possible from Clarity version 4.0. In both the Sequence window and the Single Analysis dialog, it is possible to define the file's name, including the subdirectory - use the \ sign in the file's name.
It is possible to use the standard Clarity variables in the name of the subdirectory - the file name could look for example, like this:

In the given example, %s\%Q is used for creating the file name, which means a subdirectory with the sequence name (%s) will be created in the working directory, inside of which the files with a name of Sample format will be created.
If the folder is not present at the moment when the acquisition is run, it will be created automatically (you might be prompted to confirm the folder creation). If the subfolder is already present, the file will be created in it.

In this respect, please take care not to break Windows file and folder naming rules, so check that space will not be the last character in the folder name, etc.