If Magnet has no data on a keyword, it may have extremely low search volume. Helium 10 is constantly expanding its keyword database, so if the keyword is being searched, it will appear in the results over time.
Sometimes, your applied filters may be too restrictive, completely filtering out all of the results. For example, if you are searching a keyword with a limited search volume of 75, but you set the search volume filter to only find words with a search volume of 1000, Magnet will return 0 Filtered keywords. Try adjusting your filter settings to see if you can see better results.