Answer
Use placeholders in the Routing Address's file-path/name configuration — they can be combined to build the final file path dynamically. To pull a value directly out of the XML message's own tag content, use the %TAG=field_name% placeholder syntax (which reads the first occurrence of that tag) — for example, %FILE_OUT%\%MESSAGE_FUNCTION%_%TAG=ORDER_NO%.xml would generate a file named using the message function plus the order number read directly from the XML being sent, placed in the configured output folder.