Is it Windows 8 you use by any chance?
If it is then they're saved in the virtual store. Make sure you turn off your hidden folders. - C - Users - [whichever profile you use] - app data - local - virtual store - p1999 folder - logs.
Screenshots are also saved here. I haven't the damndest clue how to make them just save in the regular EQ directory, I got fed up messing around xD
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