What exactly does the message say? Is it the one that says you may not have any data on your opponents? For MTTs that is very possible if you are against a new set of players - if you play a few hands does the HUD appear?
If not, please attach the PokerTracker4.log file from C:\Users\yourname\AppData\Local\PokerTracker 4\ (which you can access from the PT4 File menu) to a
Support Ticket so that we can see what is going on.