If you made sure by debug that the file was apparently being created (so you went through open, transfer a number of bytes and close), but you can't find it, it sounds like you should verify two or three more times what is happening. I think we can't help. Ask a colleague to check with you.
Eventually, you could have an issue if you have several application servers, maybe the "soft link or whatever it is" on one of the application servers does not refer to the same physical directory.