Be sure to check y'er My_Presets folder f'er folders. If they are there, check the contents of the folders to make sure that there are no .RAR files, which may cause the folder to poof when in the Preset Maker in-game.
Also, if ye could provide a screenshot of a few of the folders found in y'er My_Presets folder (the folder that contains y'er WIP preset preferably) and the My_Presets folder itself may help us solve the issue at hand.
Make sure that ye are also using the Preset Maker tool, and not the preset tab in the character creator, which will only show finished/exported presets.