If the Fanatical Zendesk app appears in Zendesk, but no data is appearing, the first thing to try is to reconnect the system. Go to your Sugar instance, Admin > Zendesk Configuration, go to the "Connect" tab and halfway down the page click the "Connect to Zendesk" button. When you are redirected back to Sugar, go to a Zendesk ticket and see if the page now loads Sugar data.
If this does not work, open the browsers developer console. Click on the network tab. Refresh the Zendesk page. You will see lots of lines added on this page. Look for one that says "sugarUrl". (tip: you can probably type this in the filter to only see this). Once you find the request, click the response tab. What number response is being returned?
If it is 301 redirect error, go to the config.php file in your Sugar codebase. Make sure the site_url entry is exactly as you see in the URL bar of Sugar when using Sugar. The most common mistake here is leaving off the 's' in https.
If you see a 500 error, this means Zendesk is able to talk to your Sugar server but there is an error on the Sugar side. This can occur if you have lots of duplicate data as the amount of time needed to process everything goes beyond your servers time limits. If this is not the case, check your server's php/apache error log to see if any errors are being logged there.