Sorry I wasn't clear, I didn't want you to recheck your settings (but it doesn't hurt ) I just wanted you to read the part where it tells you how to figure out why wmc failed to do a recording, I was thinking that might be a clue as to what is causing this problem.
So follow the instruction it describes in the section:
Why didn't my TV show record?
And see if wmc explains why the recording failed.
The fact that you don't use the default folder is no problem. You seem to be saying that the recording is happening, but for some reason the file is deleted at the end of the recording, right? I am now wondering if it has something to do with the metadata being written to the file, which happens as soon as the recording stops. Any chance they deleted file is moved to the trash folder? Also does all the metadata in the guide for episodes show up correctly?
Also are you running any other software the monitors your recording after they complete, like comskip, mcebuddy or a script?