Thank you for your answer.

At the end I had to add one condition more because when you have these to elements (the folder and the block blob file) Databricks "does not understand" that is a directory so I added this condition:
if "ckd_tvhdep_parquet" in file.name and file.isDir() == False to remove first the file and after that I could move the folder. Because at that time, when the file was no longer there, Databricks did identify it as a folder. 

Thank you very much anyway, your answer was very useful!