Why can't I create a new schema with the owner set to dbo?
The db_datareader, db_datawriter, and db_ddladmin permissions will not give the necessary privilege for this action.

db_datareader:    Members of the db_datareader fixed database role can read all data from all user tables.
db_datawriter:    Members of the db_datawriter fixed database role can add, delete, or change data in all user tables.
db_ddladmin:  Members of the db_ddladmin fixed database role can run any Data Definition Language (DDL) command in a database.

As you can see, these permissions will give you privileges to create and manipulate some database structure. However, they will not give you the privileges to alter other user or create schema.
Check this image from Microsoft of database level roles and permissions

Note that permission db_ddladmin does not grant you the privilege to create SCHEMA. To do this you need set your test user as a membership of db_accessadmin. This role will grant privileges to create schema and alter any user. The alter any user privileges will be necessary to set dbo user as a schema owner:
USE [your_database]
GO
ALTER ROLE [db_accessadmin] ADD MEMBER [teste]
GO

After this, you will can authorize DBO in the new schema like:
USE [your_database]
GO
CREATE SCHEMA [test] AUTHORIZATION [dbo]
GO

Another role will grant permissions to do this is the db_owner, but is &quot;some powerful&quot; permission to this. That is why the correct role is db_accessadmin. You can read more about each permission at this link
Remember to use the commands in the correct database with:
USE [your_database]