Assuming you already connect your GSC profile and choose the website from the dropdown – please head over to WordPress Dashboard > Rank Math > General Settings > Search Console and hit the update cache manually button once.
That should do the trick and you will see the data being pulled either immediately or after a few hours.
Hope that helps and please do not hesitate to let us know if you need our assistance with anything else.
We might need to take a closer look at the settings. Please edit the first post on this ticket and include your WP logins in the designated Sensitive Data section.
It is completely secure and only our support staff has access to that section. If you want, you can use the below plugin to generate a temporary login URL to your website and share that with us instead: