Eh, even when using the installer to reinstall again? You are starting to sound as lucky as I was yesterday
Luckily enough, I'm quite stubborn so I don't quit easily
I think I've managed to "fix" the problem... I will relate what I did and so far, everything is working
I've pulled out the sd card (Samsung 128GB), extracted everything and formatted the card in Windows in exFat, then, I copied everything into the card (only the folders, including the XZDR. At the moment I inserted the SD Card, the phone "said" it was faulted and couldn't be read, so I've pulled out the card, backed up everything (again) and then put the card back on the phone, formatted the SD from the phone, removed the card, connected the card to the laptop, restores everything (only the folders), put the card back in and voila, everything is working.
Now, I like to use themes with TWRP, however, the 0 bite files still exists (.TWRP in internal storage and .android_secure in external), for some reason, those files (that are actually folders) can't be read or written inside from the system, however, I did noticed that I can browse them in recovery (using TWRP explorer) so, I've used the terminal available in TWRP to create a new folder inside the .TWRP 0 bites folder (quite easy to do using mkdir), then using the file manager, I've copied the theme to the folder I've just created and now everything is just as I like and NDR Utils are working fine.
No idea though why the folder XZDR got corrupted or "invisible" and wasn't be able to be read in order for NDR utils to work, but I think I've found a way to make it work.
I'm feeling lucky
Hopefully, my luck will last and I will be able to find a job (I'm currently unemployed as where I was working is closing the center in my country... dammit )...
I hope this helps anyone having the same issue, I'm pretty sure this has something to do with 5.1.1 as in 5.0.2, everything was working fine.
Regards and see you all tomorrow.
Thanks @[NUT] for your help and dual recovery