Do you see any error in the APM server log?
Also run GET /_cat/indices/apm-* against your Elasticsearch, pls. (This shows whether we already have some APM indices in Elasticsearch)
===> I can see some apm-* indices have been created.
Did your application executed any request already? AFAIK there is no data until the first requests runs after startup.
===> Yes, the application executed any request already.
By the way, I find a kibana issue(APM 7.11 services missing if no traffic). The issue seems like my problem. I will wait for ES 7.12.