Hi there katrien_delangh,
I'm sorry you are experiencing odd behaviors with audio files being saved in the Document Folder. Is this "document folder" in a course or in your user files?
I pulled this excerpt from this guide:
"Newly recorded or uploaded media via the Upload/Record Media link does not affect Canvas file quotas. However, media files uploaded via any other method (such as the Upload Files link) count toward the user quota. Images and other files uploaded to the Rich Content Editor count toward user quotas."
Are you recording new media per this guide or are you uploading already existing media? Based on the file quota guide linked in the previous paragraph, whether the media is newly recorded vs. already existing will dictate where the files are saved.
If Canvas is behaving contrary to the guides linked, you may want to consider opening a case with Canvas Support by emailing: support@instructure.com Be sure to include details in your email to support such as: links to where the files are being uploaded, the steps you're taking to create the media, the size/duration of the media, and any other details you feel relevant.