Case 1: Are the required audit policies configured?
Open SQL Server Management Studio application in the Windows machine in which SQL Server is installed, and connect to the required instance.
Click the Security option.
The Server Audit Specifications section should have an audit specification with a name starting with ME_LOG360.
Double-click the audit specification. The Audit Action Type table should contain the required policies for the corresponding reports. Refer to the Required Server-level Audit Action Types column of the table from this link: What are the audit policies required to generate events for an SQL Server report?
Case 2: Are the required events logged to the Event Viewer?
In the target Windows machine on which SQL Server is installed, open the Event Viewer > Application.
Search for events with EVENTID=33205 that also match the given report's criteria. Refer to the Criteria column of the table from this link: What are the audit policies required to generate events for an SQL Server report?
Case 3: Is the Event Viewer holding events for more than the monitoring interval (default: 10 minutes)?
Are events in the Event Viewer getting overwritten with new events before EventLog Analyzer can collect them? Ensure that the time difference between the first and the last log of the Event Viewer is greater than the monitor interval. If not, increase the size of the Application category.
Case 4: Are any Log Collection Filter profiles in EventLog Analyzer filtering out the logs?
In EventLog Analyzer, go to Settings > Admin Settings > Log Collection Filters, ensure that no filter profiles are configured to drop the expected logs.