If you cannot find the files you expect in a running application in your HOME folder, it's recommended to check the following:
First, try to locate the files in the web UI, in the Personal view of the file navigator. If they're there, the problem is with the application itself. If not, please reach out to support.
If the problem is with the application, check if the app runs in Shared mode. In shared applications, the app is run with a special user, so you won't find your usual files in the HOME folder.