Are you booting into CWM from a cold boot (power+M then bp tools), from the tweaked haschode app, or from within ROM manager? You should try all three to see if any of those methods work. They all take a different approach to building the destination path to the nandroid backup (sdcard, sdcard-ext, etc.)
It seems to me that for whatever reason, your destination path isn't getting configured right. Hence the lack of a clockworkmod folder, and lack of a real backup. It seems like the backup is going into a black hole.
The latest version of Rom Manager has an option to store the nandroid on either internal or external memory. You may want to make sure you've updated that (if you use Rom Manager). The tweaked Hashcode bootstrap definitely works. Beyond that, I have to suspect your deodexed ROM, though I'm not sure why that would be an issue. Neall