It seems that a lot of files are unnecessarily sorted into a subfolder. Try putting all your recordings, the oto, etc. in simply the "VICKYloid Espanol VCV" folder, then reload the voicebank and OTO in UTAU.
Did you add the oto.ini while the program was open? If you did, re-add the oto.ini, go to the oto settings, File(F)->Reload->OK
It should be there then.