missing last import folder

I have enabled iCloud Photo Library on my iPad2. During that process, several folders are automatically created. However, the "Last Import" folder is NOT created.

When I connect a camera to the iPad using the camera connection kit, I am able to import photos as described by Apple. However, upon competion, those photos are NOWHERE to be found. Since there is no "Last Import" folder (which is where the documentation says these photos will be), they aren't there. Searching every other photo folder in entirety shows the photos are in no folder anywhere on the iPad.

I even checked the "Last Import" folder on my MAC only to find that the photos there were the ones last imported on the MAC only.

Any ideas where these photos go, or why the Last Import folder is not being created?

thanks,