This is really confusing.

I ran:

dbutils.fs.mkdirs("/databricks/driver/mydir")
which gave me the response: True
To check it exists, I ran then:
dbutils.fs.ls("/databricks/driver")
with the response:
[FileInfo(path='dbfs:/databricks/driver/mydir/', name='mydir/', size=0, modificationTime=17...)]
 
then I executed:

 

local_path = client.download_artifacts(run_id, "chain", "mydir")
print("Artifacts downloaded in: {}".format(local_path))

 

with the response:
Artifacts downloaded in: /databricks/driver/mydir/chain
 
Eventually I ran:
dbutils.fs.ls("/databricks/driver/mydir")

with the result: []

What means that actually no artifacts were downloaded, or am I missing something?