@Timothy Palmer Thank you for reaching out and sorry to hear about this issue.
It seems like you have configured auditing at the SQL Server level and also database level and pointed it to a Log Analytics workspace which is so far correct. However, you are not seeing any audit records in the workspace even after generating some activity on your database.
It should work if your database is not paused and have some recent activities.
https://learn.microsoft.com/en-us/azure/azure-sql/database/auditing-analyze-audit-logs?view=azuresql
You can try running some queries in the Log Analytics workspace to see if the data is being stored correctly. Here is an example query that you can use to retrieve audit logs:
AzureDiagnostics
| where Category == "SQLSecurityAuditEvents"
I would also suggest checking on your permissions.
https://learn.microsoft.com/en-us/azure/azure-monitor/logs/manage-access?tabs=portal#azure-rbac
Please let me know the result.
Regards,
Oury