Thanks @Tam2, that's a good start. We do support node-mssql and tedious, but we don't explicitly support TypeORM.
Next follow up question: How are you invoking node, and what order does your compiled output load modules in? I ask because APM Agents need to be the first thing loaded and many compilers will reorder the loading order of the modules. If one of the three modules you're using for DB queries gets in inadvertently loaded before the agent, that module won't be instrumented.
We recommend that you start node with a -r elastic-apm-node/start flag when using typescript. This will ensure the agent is the first thing loaded.
Could you give that a try and let us know if it fixes the problem? If not we'll move on to looking at how TypeORM works and determine what (if anything) is preventing those DB spans from being created.