Ruben, in which contexts/domains are you creating your permissions for the Subfolder object? Are you opening the Policy Admin from the Utilities page of the target and source domains or from within Site or Org utilities? You should be opening it from the source and target utilities page.
If you can see the container (product/library/project) in your product/library/project lists then you are a member of the team.You can see which specific role you're associated with on the container's team page.
The associated domain is listed on the Manage Security page for the folder 
To be honest, if you guys have active maintenance a tech support case may be the easiest way to resolve this. A webex could help clear up where/how the permissions are getting created.