Tmux: open new pane/window base on current directory

You need to rebind your short key with argument -c "#{pane_current_path}"

E.g.
New vertical pane
Default: bind % split-window -h
To: bind % split-window -h -c "#{pane_current_path}"

New horizontal pane
Default: bind '"' split-window
To: bind '"' split-window -c "#{pane_current_path}"

New window
Default: bind c new-window
To: bind c new-window -c "#{pane_current_path}"

Credit: Tmux forgets the directory where the session was created