Are you sure you are writing on the right file? In ontology.save() you give a relative filename (without path) so it might be located on a different directory. You may try with an absolute path (= /home/rodriguezlaar/Doutorado_2023/Only_Dev_Codigo_Fonte/Testing_Build_2/Creating_Individuals_BUILD_2.owl).
Can you look at the file Creating_Individuals_BUILD_2.owl in a text editor, and see whether Owlready2 modified the file ? If the file is produced by Protégé, there are lots of comments in it and, in particular at the end the the file, you should see "Generated by the OWL API". If Owlready2 generated the file, there are no such comments.