I think the way this should work is that if you create a DIRALIAS, then
the COPY command should refer to it by logical name, e.g.,
CREATE DIRALIAS dumpster AS '/tmp/trash';
COPY mytable TO dumpster;
If you squint a bit, this is the same as a tablespace. Maybe those two
concepts could be combined.
On the other hand, we already have file_fdw, which does something very
similar.