If you delete that mod folder then run the game, just to the launcher, that is what happens? You get an empty .zip file and no .mod file appearing in it?
If so I'm really not sure what could be causing that for you. We know it is not a general problem.
Please the attached file userdir.txt in the Steam folder where ck2game.exe is. It tells the game to use that folder, not Documents, for the user files including mods.
Then run the game from the Steam PLAy button to the launcher. Does it make a mod folder there? If so does it place a real .zip file and a .mod file there for each mod?