OK, it was probably just mistake of our operation... There had been only JRE on application server and they copied JDK from Old Java 1.8, used jcmd from there, which was probably not working properly. After application restart and using proper jcmd, everything is fine and helped to find application issue.

Hi, which version did you try. We have been using JFR dumps for long time, Oracle JDK 1.7, 1.8, but also OpenJDK 8. Now we are facing an issue in OpenJDK 11 application, so we used usual approach (we are using jcmd <<PID>> JFR.dump every 5 minutes and store some in history on disks). It seems dump is populated by data (have usual few MB), but JMC 8.1.0 (nor 8.0.1) is not able to display almost nothing. I had older JMC 7.x and it was not even able to open dump from OpenJDK 11, which is not surprosing). JMC shows no CPU utilisation, no thread latency swim lanes... Our application is using also JMS client and the only thing we see are JMS related events...