OQS writes verbose messaging into the activity_log table. Check for messages and hints to why data collection isn't running.

SELECT * FROM [oqs].[activity_log] AS [AL]

You have installed OQS using the PowerShell installer and this finished successfully, but no data is being collected.

OQS installs in a deactivated state. This is to ensure that data collection isn't started on a server where, for example, the plan cache is really large.

Check that the data collection bit is set in the collection_metadata table:

SELECT collection_active FROM [oqs].[collection_metadata] AS [CM]

If collection_active is false/zero, then update it to true/one:

UPDATE [oqs].[collection_metadata] SET [collection_active]=1

Data collection will begin in the next collection scheduled execution.

OQS data collection relies on running queries against system DMVs. If the database owner is not set/invalid (common when restoring a database onto a new instance), the data collection process will silently fail.

ALTER AUTHORIZATION ON DATABASE::$DBName$ TO $ValidLogin$