Well do you have the correct 3d files in [kicad system directory]/modules/packages3d?
(or more precisely wherever KISYS3DMOD points to.)
To find this out check your footprints that you do not see and look what path is set in the 3d settings. (And then look with a file browser if these files exist.)
If you have online footprint libs, you might need to download the current master of the 3d model repo. (found as part of the kicad-library repo. Or if you need models that are guaranteed to have a step file, then you can also take the packages3d repo. The later has fewer models because not every model has been transferred over to the new repo.)
You can also use the 3d shapes downloader found under preferences in the footprint editor or in pcb_new.