Hi @Andrew James ,
Does this issue only occur to one site collection or multiple site collections? To get a search report, it is enough to enable Reporting feature generally. And also, is there any data in your tenant-level search report? Please check it via SharePoint admin center -> search -> View Usage Reports. As I couldn't replace this issue in my end, it's hard to go on further troubleshooting. I suggest you new a service request in Microsoft 365 admin center.
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