HA! found it…
I’ve got my send devices on some groups…routing them to an “pre-master-send” something like this tool described here but then just done by me, custom…not using this tool…
So some groups are routed to this “pre-master send” so I can compress/eq them together…
Some other groups are DIRECTLY routed to the master…
The painfull fact is that Renoise creates a .wav for THAT particular “pre-master send” which results in Renoise deleting my groups .wav’s 
edit: a screenshot makes things more clearly to understand;