1.
The reason you get the error "no such files" is because in this case you need to use the absolute path when using the /cd macro.
Code:
/cd /opt/screen-video1/html/media/upp/up-test/
/select -f :age+30d
/delete selected
2.
Right-click on the file list and from the popup menu select Enqueue > Raw Command
Now enter your commands.
Now save the queue to a file. From the main menu > Queue > Save As
3.
This is why its important to use the full absolute path with the /cd command.
4.
If you right-click on the raw command text input box there is an option "Clear history".
I believe that the raw command history is not saved on exit, so the next time you start FlashFXP the history should be empty.