Hi Andrei,
Did you find any solution for this? I am also in the same boat - change pointers work for CHANGE but not for CREATE. No entries in CDHDR for CREATE. I also checked by activating update debugging on RKAUFTRAG_WRITE_DOCUMENT which creates change logs. It is not called for CREATE from KO01. It is only called from KO02 for CHANGE.
EDIT: I am using change pointers to send idoc data for CHANGE and user-exit EXIT_SAPLKAUF_001 for CREATE.
Regards,
Shravan