Hey Codeur,
I've discovered what's going on here. There are several parts to it. Firstly, when you use something other than "doxgen" as the doc dir. you need to set the OUTPUT_DIRECTORY field on the "Doxygen Defaults" tab. The help tooltip explains the options. At the same time, DoxyBlocks doesn't support having the doxyfile in one place and the docs in another. The problem is that it looks at its prefs to determine the output dir., not in the doxyfile, and it assumes that that is where the doxyfile lives, too.
So, firstly, while I think that DoxyBlocks should support that, since doxygen does, it will take some work reviewing all of the path management code and I don't have time to do that at present. Secondly, I have fixed a bug or two and made some improvements. You can still run things as you are now, if you wish, but DoxyBlocks won't run the docs. If you enter the path in the prefs, DoxyBlocks will write a new doxyfile there, ignore the doxygen dir. and then behave correctly, although not exactly as you desire. The best solution is to move your doxfile to ../doc and then everything will be reported and run correctly without any intervention. If you are happy with that, I think you are in business.
I will create a TODO item for posterity. The patch will be available shortly.
Thanks again.