“Thread Dump Analyzer” requires to full thread dump for analyzing.
Normally WLSDM gets a full thread dump. But if there is an exception, like in your case (connection timeout); by default, WLSDM tries to get it using WebLogic API. And sometimes WebLogic does not provide a full thread dump.
That’s why you didn’t get a full thread dump even your managed WebLogic server has a WLSDM agent.