it should definitely create. I get
oggcast~: ogg/vorbis streaming client version 0.2k, written by Olaf Matthes
oggcast~: set buffer to 512k bytes
oggcast~: encoding 2 channels @ 44100 Hz
oggread~: ogg/vorbis file reader version 0.2c, written by Olaf Matthes
oggamp~: ogg/vorbis streaming client version 0.3, written by Olaf Matthes
oggamp~: set buffer to 512k bytes
oggwrite~: ogg/vorbis recorder version 0.1c, written by Olaf Matthes
so you are probably not setting the path right. Run this in the console at the bottom of the IDE and report here:
find /root/Bela/projects/pd-externals