Set = a set of ROMs/CHDs/Samples; ROM = a single IC/PAL/GAL dump
So you got a set called "pacman" which consists of e.g. 8 single ROMs. Or you got the set area51 which consist of 1 chd and several romfiles. Usually romfiles are kept in an archive (zip), while chds are stored in a subfolder named after the setname. There are also chd-only sets.
The rebuilder does not rebuild chds, only roms.
Scanner's fix missing option scans various places for a missing rom/chd and if it finds it, it will be moved to the correct place. Correct place is either where part of the set already exist or -if nothing of a set exists- the 1st rompath.
You said you clicked auto-detect in systems, which means you DO use system default paths.
Now you scan with system default paths enabled but you rebuild with no use of system default paths...which is most likely not what you want. If you use the rebuilder as an adder, it should move the found files to the place you're prefering in the scan...and there you're prefering the setup sysdef paths.
System default paths means that you assing a rompath to each bios based system (and default/mechanical/devices). This is usually done if you want to organize sets in various rompaths, split by systems, e.g. neogeo belongs to rompath x while naomi belongs to rompath y.
As mentioned in my earlier post, in that mode you won't be able to split chds in an own rompath. If you got a naomi chd, it will be moved to the folder which is assigned to naomi. If you got a Triforce chd, it will be moved to the folder which is assigned to triforce and so on but the same applies to the roms of that set.
So if you really want to keep chds in a different folder than the belonging set (I still wonder why it should make sense to split sets apart
) you need to disable the usage of system default paths. This can be done by removing all assigned system default paths. Double click the path and don't select one in the folder browser. This will clean the entry. You will see that there's a tiny bug in 4.01 which doesn't allow you to alter the last entries in the list, so you can either create a new profiler or wait for the next version or edit the belonging .cmp file of the used profile (cmpro settings folder) and remove the entries Misc_BIOSSets, Misc_StandardBIOSPath, Misc_StandardMechPath and Misc_StandardDevicePath
So to sum it up: If you really want to keep chds in an own folder, get rid of system default path settings.