tethered shooting R5 problem

Oct 3, 2020
Dear All,

I'm sure it's a user error, but I have no idea what to do.
The last day(what I do almost every day), was shooting a big corporate portrait session, and my R5 was tethered to lightroom.
I noticed that the images were only saved on my laptop, but not on my 128GB CF express card or my 128 SD card that are in the camera and are empty and formatted (in camera).
What setting did I maybe touched.

Thanks for the help.