Hi Felipe (& welcome to the forums ),
I looked into your post before, but it is was somewhat confusing for me, as I associated .vhd format with Microsoft Hyper-V & couldn't match that with NFS. Recently I found out that Xen adopted the same format, so are you actually running Xen over NFS?
Anyway.
With the FlexClone the only explanation on my mind is you used an older snapshot as a base for your clone. If that old snapshot has been taken before you created vhd files, then you won't see them in the cloned image. [edit: exactly the same has been said by Vinay above]
Regards,
Radek