When I am creating data shortcuts, the header of this box should display the current working folder, data shortcuts project folder and the project description. I realise that the project is in square brackets at the top of the drawing, but IMHO that's not enough. Particularly if the drawing has not yet been associated to a project: then there is nothing at the top of the drawing, and the shortcuts will be created who knows where.
More info on here please:
Working on Civil 3D in Canada