There have been issues with this is past releases, you did not mention what version you are running, but whatever it is, I would ensure you are on the latest Service Release (SR) of that version. The most current supported releases are:
11.20 SR19
12.10 SR11
12.20 SR9
12.30 SR3
12.40 SR1
If you are not on one of those, that would be the first thing I would try, update to the closest one and see if the issue persists... The other thing to try is take a query string you already have that you know works and just paste it into the script editor and run it, if it returns records, then I believe I am on the correct track here, but if there are no records returned, you may have another issue going on with the DB connection.
Regards,
Brett
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