There doesn’t appear to be anything particularly odd about the query. I’d first check to see if the there is actually any data loaded. (Perhaps there was a parsing error that you missed and the data didn’t actually load. The second thing I’d check is to see if the data is loaded into a named graph and the settings for the default graph and see if it’s set to query all graphs. You can either change that setting or your query to use the named graph.
I'had the same idea (before asking help here) and i've erased a database and i've added the ontology and all the RDF files with a bash command.
The result was the same.
Is there any chance you can share your data?
Can you share the exact commands you used to create the database and load the data?
Do you have and if you do is there anything in your stardog.properties file?
What version of Stardog are you using?
What platform are you on? Windows, Linux, etc...
Are you running the query with or without reasoning?
Running stardog query explain might give you some insight into what's going on.