OK, made a new data folder, and it still does it, here is a screenshot.

And Storage.db3 gets put into the one ending with -news-newhosting. NO Storage.db3 and only a Range.db3 in the original group folder name.
I changed log to debug, this is what is shown:
[06/06 18:39:51] DEBUG Motd check
[06/06 18:39:51] HIGH PAR Pausing: Disabled
[06/06 18:39:51] DEBUG Repair Init
[06/06 18:39:51] HIGH Par2Repair - Multi-core 4.0
[06/06 18:39:51] HIGH MessageId Filter: Enabled
[06/06 18:39:51] DEBUG Filter Init
[06/06 18:39:51] DEBUG Workers Init
[06/06 18:39:51] DEBUG Start Connection Workers Init
[06/06 18:39:56] DEBUG Connection Status: news-us.newshosting.com SSL Version: TLSv1.2 TLS-RSA-WITH-AES-128-CBC-SHA
[06/06 18:39:56] HIGH news-newhosting-us None xfeature useragent Newsbin Pro 6.91RC4|290 feature enabled
[06/06 18:40:09] DEBUG NZB File Load Checking
[06/06 18:40:11] DEBUG Periodic Search: Executing!
[06/06 18:40:11] DEBUG Periodic: 12 Watch List Items found
[06/06 18:42:01] DEBUG Connection Status: is.newsbin.com SSL Version: TLSv1.2 TLS-ECDHE-RSA-WITH-AES-128-GCM-SHA256
[06/06 18:42:07] DEBUG Connection Status: news-us.newshosting.com SSL Version: TLSv1.2 TLS-RSA-WITH-AES-128-CBC-SHA
[06/06 18:42:07] DEBUG Stored Range: Min: 0 Max: 0 alt.fan.alyssa-milano news-newhosting-us
[06/06 18:42:07] DEBUG Group Numbers: alt.fan.alyssa-milano Min: 2 Max: 788 news-newhosting-us
[06/06 18:42:07] DEBUG Total XOVER Size:alt.fan.alyssa-milano - 2:788
[06/06 18:42:07] DEBUG Group Numbers: alt.fan.alyssa-milano Reps: 1 news-newhosting-us
[06/06 18:42:07] DEBUG XOVER Numbers: alt.fan.alyssa-milano Min: 2 Max: 788 news-newhosting-us
[06/06 18:42:07] DEBUG news-newhosting-us alt.fan.alyssa-milano XOVER: alt.fan.alyssa-milano 2:788
[06/06 18:42:10] DEBUG NZB File Load Checking
[06/06 18:42:12] DEBUG news-newhosting-us Header Block For: alt.fan.alyssa-milano Finished
[06/06 18:42:16] DEBUG Connection Status: is.newsbin.com SSL Version: TLSv1.2 TLS-ECDHE-RSA-WITH-AES-128-GCM-SHA256
[06/06 18:42:18] DEBUG Header Import: Loading Header block: C:\Newsbin1\Import\alt.fan.alyssa-milano-news-newhosting-us-000000000002-000000000788.txt
[06/06 18:42:18] DEBUG NNTPImportHeadersWorker alt.fan.alyssa-milano-news-newhosting-us-000000000002-000000000788.txt
[06/06 18:42:18] DEBUG Header Import: PurgeDays: 0 PurgeSeconds: 0 - C:\Newsbin1\Import\alt.fan.alyssa-milano-news-newhosting-us-000000000002-000000000788.txt
[06/06 18:42:18] DEBUG NNTPDbProcessingThread - Importing Compacts Work:642 Compact: 642
[06/06 18:42:18] DEBUG Header Import: Post Read: 0 Posts Rejected: 0 File: C:\Newsbin1\Import\alt.fan.alyssa-milano-news-newhosting-us-000000000002-000000000788.txt
[06/06 18:42:30] DEBUG NZB File Load Checking
In the END, I had to name my news servers differently. It was not easy as when I added a new it would not work. But finally after a change made to the nbi file I could get headers. SO don't put - in the names like news-newhosting-us, I went to the name newshostingUS
The weird part is this only started with RC4 - 5939
SO FOR NOW I WILL CONSIDER THIS FIXED ON MY END.