Hey, I am in similar situation, listener not receiving any ROS messages however fmu topics are listed so I hope agent is running and also client status is good 
tcpdump for UDP port 2019/2020 show some traffics so I assume communication between agent and client working (I haven’t checked UDP packets in detailed)
Some details about my environment
PX4 release 1.12.3 (SITL gazebo)
micrortpsgen 1.0.4
FastDDS 2.4.1
ROS2 Galactic (build from source) and Ubuntu 18.04.
did you manage to solve the issue ? please could someone help here 