@Gustavo9
Hard to say how you made your playsets. But read the following and look at visuals in the video. Maybe you missed something. Hope this helps you.
Here are some steps:
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You create a Level, your models and build your scene, say a house or something.
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Then, under World Settings, toggle the IsPlayset checkbox and choose Prefab under Category ( Does not matter what you choose here ). There a few options in there, like setting thumbnails, etc. Save the Level. This will generate a .uasset file, your prefab.
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Open your source project folder in Explorer on Windows, not sure about Mac, under the _INT folder you will see the level file creates a uasset file. Copy this and paste it in any of your folders in the project.
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Go back to Unreal and in the Content Browser, navigate to the copied file . Double click the file and in the Details panel, under Source Map, select the Level file you made your prefab in. Save. This will ensure any custom meshes or textures you use will be referenced in your prefab. Without this you will not see the custom objects.
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You can now drag and drop the file from the Content Browser to your map. For more details there is a tutorial video on YouTube about this same thing.
Here is another post with a video for further details
Good Luck!