Hi Kioko,
My guess is that the involved ClassInvoice entity is not new, so the AuditInsertOfNewEntity is never called (there is not Insert to execute). You have to double check that. Do it with a simple code snippet that creates the ClasInvoice and see what happens to the Auditor.
In the other hand, if you need to audit when the user edits some entity then you should use the AuditUpdateOfExistingEntity method.
Sorry if this is taking too long, but is not clear to us what is the real thing here. If things went complicated, please make a simple tiny Visual Studio project that reproduces your concern, zip it (no binaries) and attach it.