In pro, you normally access custom/user toolboxes through the project pane as shown in the figures here
you can make any tools you create included in future projects via your project template. I think you are expecting to see it in the main Arctoolbox tree all the time
Thanks for suggestion. I already had the preferences set as above. Not really. I am not able too see it in the Arctoolbox tree all the time, and that is the issue. However it is possible to find the tool, if I type the name in the Find tools bar (geoprocessing window). Nonetheless, I still seek to find how to add new toolboxes and make them visible on the tree list, near to all the other default toolboxes.
That's what I am saying... it doesn't save there, it is from the toolboxes in the Catalog view.
You could try putting it in this folder
C:\...PRO install folder....\Resources\ArcToolBox\Toolboxes
but that would help with sharing amongst other users, whereas the project/template approach would enable you to roll the toolbox in with the share