ThreadPool apparently not executing the methods async

Hi guys, I was coding a custom static class for file creation/reading management separated from the Unity engine (I just use Debug.Log int it). This class can read/create file synchronous and asynchronous. The asynchronous tasks are executed by a thread of the ThreadPool. I execute the methods from a class inherited from Monobehaviour. The problem is that I don't think the methods get executed asynchronously.

Here's the code:

 public class FileManagement 
 {
 
     public static void Start()
     {
         FileManagement.SetupThreadPool();
         FileManagement.CreateFileAsync("K\\Hello\\", true, "Hello.txt");
         FileManagement.CreateFileAsync("L\\Hello\\", true, "Hello.txt");
         FileManagement.CreateFileAsync("C\\Hello\\", true, "Hello.txt");
         Debug.Log("Test");
     }
 
     public static void SetupThreadPool()
     {
         int count = Environment.ProcessorCount;
         ThreadPool.SetMinThreads(count, count);
         count = count + count/2;
         ThreadPool.SetMaxThreads(count, count);
     }
 
     internal static object lockCFA = new object();
     public static void CreateFileAsync(string dir, bool relativeDir, string fileName)
     {
         lock (lockCFA)
         {
             WaitCallback callBack = new WaitCallback(_CreateFileAsync);
             ThreadPool.QueueUserWorkItem(callBack, new object[] { dir, relativeDir, fileName });
             Debug.Log("Test 2");
         }
         
     }
 
     private static void _CreateFileAsync(object state)
     {
             object[] data = state as object[];
 
             CreateFile(data[0] as string, Convert.ToBoolean(data[1]), data[2] as string);
         
     }
 
     internal static object lockCF = new object();
     public static void CreateFile(string dir, bool relativeDir, string fileName )
     {
         if (string.IsNullOrEmpty(dir)) throw new ArgumentNullException("Dir parameter is null or empty.");
         if (string.IsNullOrEmpty(fileName)) throw new ArgumentNullException("FileName parameter is null or empty.");
         
         lock (lockCF)
         {
             if (relativeDir)
                 dir = Environment.CurrentDirectory + "\\" + dir;
 
             if (!Directory.Exists(dir))
             {
                 Debug.LogWarning("Warning: Directory " + dir + " doesn't exist");
                 try
                 {
                     Directory.CreateDirectory(dir);
                 }
                 catch (Exception e)
                 {
                     Debug.LogError(e.StackTrace);
                     return;
 
                 }
             }
             
             try
             {                                           
                 FileStream fs = File.Create(dir + fileName, 4096);
                 fs.Close();
             }
             catch (Exception e)
             {
                 Debug.Log(e.StackTrace);
                 return;
             }
             Debug.Log("Hi 1 , " + Thread.CurrentThread.IsThreadPoolThread.ToString() + ", " + Thread.CurrentThread.ManagedThreadId);
         }
 
     }
 }

In the Editor's output the logs of CreateFile are always first and the last is always the log "Test", so this tasks are probably not executed async. Is this a coding issue or some Unity thread one ?

P.s. I hope that my english is understandable, I'm not mother tongue