SQL Server Database Diagram in SQL Management Studio creating multiple schemas
Database Diagrams is one of three Visual database tools. 

After reading trough Visual Database Tools F1 Help, where there is no mention of choosing schema before creating a new table, which confirms that it automatically creates the table in the dbo schema.

To overcome this and still use Database Diagrams open your Table Properties window.


Create new schema:





Name your schema, define permissions etc.





Change schema for your table while in design view using Properties window.




For me this approach is still faster that writing scripts, i didn't change to different designer tool and it works.

Hope it helps somebody.