You went through the flow of creating a Safe.
You signed and submitted the creation transaction (e.g. via Metamask).
The creation transaction has been successful, but your Safe does not show up in the web interface or desktop app.
As long as the transaction has been successful, your Safe was created. It is just a bug of the interface that this was not detected.
How to determine the address of a created Gnosis Safe:
Find the transaction that created the Safe. That's most likely the last transaction that your wallet (e.g. Metamask) performend: e.g.
Open the transaction on Etherscan.
Verify that the transaction had indeed been successful.
4. Go to "Logs."
5. Find the "ProxyCreation" event. In most cases there should only be 1 event on that page. The address under "proxy" is the address of your created Gnosis Safe.
6. You can now use this address to load the Safe into the Gnosis Safe web interface.