please post the output of: SELECT * FROM performance_schema.setup_consumers;
those consumers should be enabled for the “example” and “explain” tabs to work (tested on Amazon Aurora MySQL 1.22 / 5.6):
events_statements_current
events_statements_history
global_instrumentation
thread_instrumentation
statements_digest
you might want to review/increase those variables too:
performance_schema_events_statements_history_size
performance_schema_max_digest_length
performance_schema_max_sql_text_length
MySQL :: MySQL 5.6 Reference Manual :: 22.12.6.1 The events_statements_current Table