Open and Save dialogue boxes are useless

I have recently moved from Windows to Mac after being told I would never look back and I am already 'looking back' somewhat in terms of the OS. I work with photos and graphics and I'm on the move a lot so went for a Mac Book Pro Retina with SSD and I am not going to lie it is lightning quick and the display is beautiful. But when it comes to saving and opening workflow it does not work how I expected it would.
It seems such a simple thing but you cannot rename files from within mac open and save dialogue boxes. I'm so used to right clicking on a PC to create a new folder, hit F2 or right click and hit rename to rename to what I want then save the file into that new folder. You can also directly edit the name of the files and folders from within the open save dialogue box. If you right click on a mac you can create a new folder but it defaults to the name 'untitled folder' and you then can't change it's name. It find it unbelievable that you can not do this on a MacOS! So unbelievable that I went into an Apple store and spoke with someone there. When I showed them the problem they weren't even aware of it and pointed out I should just use finder. But that is not convenient if if you want to rename a new folder to then have to come out of the open save relocate in finder and change from there.
I know there is the new folder button down to the left hand side and you can rename the folder as soon as you create it using that but sometimes you may make a mistake and want to change it. Same with file names.
Why can't you do this on a Mac? It's crazy. After searching about, I came across the Default Folder X app which appears to fix this issue which isn't really that cheap for something I consider should be 100% native in any OS.
There are other issues that frustrate me from moving over from Windows to Mac (like the ability to snap windows to screen edges, Better Snap Tool fixed that for me at a much more reasonable price but still would have expected this to be native), which I know I will just have to get used to but this one really surprised me.
Considering I was promised so much in terms of better efficiency with work flow and ease of use overall there is still a lot that's left to be desired.

As Axeman1020 noted, the Mac OS is not Windows. Things are not going to be exactly the same. It's no different than if you went from Windows to Linux. So expect a month or so of getting used to a different OS. Once muscle memory gets used to the different keyboard commands, and just where things are in general and how they behave, it'll seem just as easy as Windows.
To answer some of your statements or questions:
It seems such a simple thing but you cannot rename files from within mac open and save dialogue boxes.
Renaming items in the Open or Save dialogue boxes are not what those are for. I know Windows allows it, but why? That's a function for the desktop so you can't accidentally change a file or folder name in a dialogue box that has nothing to do with opening a file or saving one. If opening a file, that's all you're doing. If saving, only the name of the file you're saving can be modified. That's what those dialogue boxes are for - nothing else.
Yes, you can give a file you're saving any name you like. You can even click on any name shown in the save dialogue box to give it that name if you want. You can also highlight the default name and change it.
If you right click on a mac you can create a new folder but it defaults to the name 'untitled folder' and you then can't change it's name.
Of course you can. Either highlight the folder and press Enter, or slowly click on the name twice. Either action will make the name editable.
When I showed them the problem they weren't even aware of it and pointed out I should just use Finder. But that is not convenient if you want to rename a new folder to then have to come out of the open save relocate in finder and change from there.
You're crossing over two different things. I believe you mean renaming a folder from the Save dialogue box. When you click the New Folder button, you have the opportunity to give the new folder any name you want before clicking Create.
If you type the wrong name, then yes, you have to finish the save before you can rename the folder. So either be sure you type the name in correctly before clicking Create, or change the misspelling afterwards. You're not saving any time fixing a typo within the Open dialogue box. It will take the same amount of extra time to do it there as opposed to fixing it on the desktop after you complete the save.
I know there is the new folder button down to the left hand side and you can rename the folder as soon as you create it using that but sometimes you may make a mistake and want to change it. Same with file names.
You are again trying to force a Windows feature into an OS that is not Windows. The Mac does some things that I wish Windows could do, and visa versa. However, you can't force any OS to do something it simply isn't designed to do. Expecting it to change by sheer willpower is only going to drive you crazy. You need to let go of what you want the OS to do as opposed to what it will do.
Considering I was promised so much in terms of better efficiency with work flow and ease of use overall there is still a lot that's left to be desired.
I find the Mac OS to be incredibly efficient. This from a person who has used Windows for many more years overall than the Mac OS. Yes, it took time to get used to how the Mac OS behaved. But rather than fighting it (which is pointless), I simply took the time to learn how to use it as it's designed.

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