Hi Daniel,
in regards to Volume Balancing, you probably have experienced a MaxDB bug fixed in version 7.9.08.41 (not yet released) and version 7.9.08.25.
The corresponding problem tracking# are 1242644 and 1242646 which you can look up at http://maxdb.sap.com/webpts
Here is the 'feature'-description:
"Volume balancing now starts even when a new volume is added to a large number of existing volumes. Previously, this would not have changed the avearge filling threshold enough to trigger volume balancing".
Thorsten
PS:
and, yes, a new file should have been added automatically - any error in the database log file or any attempt to add a volume visible?