After connecting to target server via SSH or RDP with recording policy enabled; not able to view any session recording. As result of this issue nothing will be written on Session logs also.
Make sure that session recording options under Configuration/Logs/Session Recording are checked:
Check and update:
1. Text based recording to the syslog server
2. Text based recording to NFS/CIFS/S3 mounted directory
3. Graphical Session recording to NFS/CIFS/S3 mounted directory
Please see screenshot below: