If you can't find them, most likely they are inside the docker image. Verify that the app is configured to save the files to a path that is mapped to a real location on the array. i.e. if you have /data mapped to /mnt/user/data, then make sure the app is saving stuff to /data.
That was exactly what was happening. I did the mapping (a bit different than you suggested, but same concept) and it's working as expected.
I hadn't realized that it could save inside the docker. (New to dockers). That was pretty interesting.
Thanks!