Custom entity record on Lead to copy on account upon lead qualification

I have two custom entities on Lead, client wants the information (records) to be created and linked with the Account when the lead is qualified. Those two custom entities are also linked (N : N) with account, they have the same relationship with Lead.

I created workflow on Lead Qualification, and then in the action, I created entity records of those 2 custom entities. Now, the workflow is running but nothing is being copied, system created blank records of those entities and hence no account linking is present either.

Any idea on how can this be achieved?

Regards,

Mahmood