You guys are on to something I think.
Firstly.....
I now have a feeling the problem is with Drumcore and I have reached out to their support.
As far as Pro Tools......it seems to be saving some files or folders to my Documents as you guys mentioned. I'm sure this is not correct.
Here is a PT folder in Documents.No Audio Files folder but everything else.
Here is a shot of my PT Preferences showing the location as Documents.
Here is what I see when I click Option-O. Note that it shows the Drumcore loop file under Session Audio Files but it is not actually in the session folder/audio files.
I did a Spotlight search and found Drumcore is saving these loops in a Render folder inside a Drumcore folder in my Documents.
So at this point in time my question is.......
Is Pro Tools saving stuff to the right place or do I need to change the location as seen in the preferences picture?