I found out what I was doing wrong.
I had the following folder structure on my Android:
The MainPersonalvault is the one I’m using the most. The point is that it is in a sub-folder of the Documents directory and in this situation when I was creating a new note it was saved in Documents instead of Documents > PERSONALvaults > MainPersonalvault.
NOW I’ve moved ALL vaults directly in Documents and so now even when I’m using MainPersonalvault the notes get saved in the correct folder.