Here is what I see in my win10 machine C:\Program Files\Graylog\sidecar\logs folder on a clean initial start.   You can stop the win10 service, clear the logfiles directory and start up again - perhaps compare with what I have here.  The last line in winlogbeat is where it sent events into Graylog “successfully published 21 events”  you should have all the log lines similarly to mine leading up to that the any thing missing is likely a clue as to something you are missing.  If you are getting all the way to it publishing events (may take a minute) then it is somethign in Graylog that is not receiving correctly.
sidecar.log:
time="2021-06-22T10:06:14-04:00" level=info msg="Starting signal distributor" 
time="2021-06-22T10:06:24-04:00" level=info msg="Adding process runner for: winlogbeat" 
time="2021-06-22T10:06:24-04:00" level=info msg="[winlogbeat] Configuration change detected, rewriting configuration file." 
time="2021-06-22T10:06:24-04:00" level=info msg="[winlogbeat] Starting (svc driver)"
winlgobeat.log
2021-06-22T10:06:24.519-0400	INFO	instance/beat.go:660	Home path: [C:\Program Files\Graylog\sidecar] Config path: [C:\Program Files\Graylog\sidecar] Data path: [C:\Program Files\Graylog\sidecar\cache\winlogbeat\data] Logs path: [C:\Program Files\Graylog\sidecar\logs]
2021-06-22T10:06:24.521-0400	INFO	instance/beat.go:668	Beat ID: ad8zzzfc-x0x0-42fd-8acc-4960c08abfc0
2021-06-22T10:06:24.521-0400	INFO	[beat]	instance/beat.go:996	Beat info	{"system_info": {"beat": {"path": {"config": "C:\\Program Files\\Graylog\\sidecar", "data": "C:\\Program Files\\Graylog\\sidecar\\cache\\winlogbeat\\data", "home": "C:\\Program Files\\Graylog\\sidecar", "logs": "C:\\Program Files\\Graylog\\sidecar\\logs"}, "type": "winlogbeat", "uuid": "ad8ef7fc-x0x0-22ed-8acc-4960c08abfc0"}}}
2021-06-22T10:06:24.521-0400	INFO	[beat]	instance/beat.go:1005	Build info	{"system_info": {"build": {"commit": "9b2fecb327a29fe8d0411114d8a2e42a3ftyyt4b", "libbeat": "7.11.1", "time": "2021-02-15T13:07:49.000Z", "version": "7.11.1"}}}
2021-06-22T10:06:24.521-0400	INFO	[beat]	instance/beat.go:1008	Go runtime info	{"system_info": {"go": {"os":"windows","arch":"amd64","max_procs":8,"version":"go1.14.14"}}}
2021-06-22T10:06:24.527-0400	INFO	[beat]	instance/beat.go:1012	Host info	{"system_info": {"host": {"architecture":"x86_64","boot_time":"2021-06-21T08:16:01.92-04:00","name":"MY-ADMIN-WORKSTATION","ip":["fe80::cda:a7b4:43e0:943f/64","10.33.33.33/16","192.168.71.55/24","::1/128","127.0.0.1/8"],"kernel_version":"10.0.19041.1052 (WinBuild.160101.0800)","mac":["00:ff:f4:35:65:22","34:17:eb:qw:15:87"],"os":{"family":"windows","platform":"windows","name":"Windows 10 Pro","version":"10.0","major":10,"minor":0,"patch":0,"build":"22.22"},"timezone":"EDT","timezone_offset_sec":-14400,"id":"5036eb30-cf6d-4581-867d-70401d478809"}}}
2021-06-22T10:06:24.527-0400	INFO	[beat]	instance/beat.go:1041	Process info	{"system_info": {"process": {"cwd": "C:\\WINDOWS\\system32", "exe": "C:\\Program Files\\Graylog\\sidecar\\winlogbeat.exe", "name": "winlogbeat.exe", "pid": 12356, "ppid": 1000, "start_time": "2021-06-22T10:06:24.438-0400"}}}
2021-06-22T10:06:24.527-0400	INFO	instance/beat.go:304	Setup Beat: winlogbeat; Version: 7.11.1
2021-06-22T10:06:24.527-0400	INFO	[publisher]	pipeline/module.go:113	Beat name: MY-ADMIN-WORKSTATION
2021-06-22T10:06:24.527-0400	INFO	beater/winlogbeat.go:69	State will be read from and persisted to C:\Program Files\Graylog\sidecar\cache\winlogbeat\data\.winlogbeat.yml
2021-06-22T10:06:24.528-0400	INFO	instance/beat.go:468	winlogbeat start running.
2021-06-22T10:06:24.528-0400	INFO	[monitoring]	log/log.go:117	Starting metrics logging every 30s
2021-06-22T10:06:25.549-0400	INFO	[publisher_pipeline_output]	pipeline/output.go:143	Connecting to backoff(async(tcp://MY-GRAYLOG-SERVER:5044))
2021-06-22T10:06:25.549-0400	INFO	[publisher]	pipeline/retry.go:219	retryer: send unwait signal to consumer
2021-06-22T10:06:25.549-0400	INFO	[publisher]	pipeline/retry.go:223	  done
2021-06-22T10:06:25.556-0400	INFO	[publisher_pipeline_output]	pipeline/output.go:151	Connection to backoff(async(tcp://MY-GRAYLOG-SERVER:5044)) established
2021-06-22T10:06:25.559-0400	INFO	beater/eventlogger.go:88	EventLog[Security] successfully published 21 events
...
winlogbeat.1
2021-06-22T10:06:24.418-0400	INFO	instance/beat.go:660	Home path: [C:\Program Files\Graylog\sidecar] Config path: [C:\Program Files\Graylog\sidecar] Data path: [C:\Program Files\Graylog\sidecar\cache\winlogbeat\data] Logs path: [C:\Program Files\Graylog\sidecar\logs]
2021-06-22T10:06:24.419-0400	INFO	instance/beat.go:668	Beat ID: ad8ef7fc-0a4d-42fd-8acc-4960c08abfc0
2021-06-22T10:06:24.419-0400	INFO	[beat]	instance/beat.go:996	Beat info	{"system_info": {"beat": {"path": {"config": "C:\\Program Files\\Graylog\\sidecar", "data": "C:\\Program Files\\Graylog\\sidecar\\cache\\winlogbeat\\data", "home": "C:\\Program Files\\Graylog\\sidecar", "logs": "C:\\Program Files\\Graylog\\sidecar\\logs"}, "type": "winlogbeat", "uuid": "ad8ef7fc-0a4d-42fd-8acc-4960c08abfc0"}}}
2021-06-22T10:06:24.419-0400	INFO	[beat]	instance/beat.go:1005	Build info	{"system_info": {"build": {"commit": "9b2fecb327a29fe8d0477074d8a2e42a3fabbc4b", "libbeat": "7.11.1", "time": "2021-02-15T13:07:49.000Z", "version": "7.11.1"}}}
2021-06-22T10:06:24.419-0400	INFO	[beat]	instance/beat.go:1008	Go runtime info	{"system_info": {"go": {"os":"windows","arch":"amd64","max_procs":8,"version":"go1.14.14"}}}
2021-06-22T10:06:24.424-0400	INFO	[beat]	instance/beat.go:1012	Host info	{"system_info": {"host": {"architecture":"x86_64","boot_time":"2021-06-21T08:16:01.91-04:00","name":"MY-ADMIN-WORKSTATION","ip":["fe80::cda:a7b4:43e0:943f/64","169.254.148.63/16","192.168.2.182/23","::1/128","127.0.0.1/8"],"kernel_version":"10.0.19041.1052 (WinBuild.160101.0800)","mac":["00:ff:f1:35:65:63","34:17:eb:cd:15:87"],"os":{"family":"windows","platform":"windows","name":"Windows 10 Pro","version":"10.0","major":10,"minor":0,"patch":0,"build":"19043.1052"},"timezone":"EDT","timezone_offset_sec":-14400,"id":"5036eb30-cf6d-4581-867d-70401d478809"}}}
2021-06-22T10:06:24.424-0400	INFO	[beat]	instance/beat.go:1041	Process info	{"system_info": {"process": {"cwd": "C:\\WINDOWS\\system32", "exe": "C:\\Program Files\\Graylog\\sidecar\\winlogbeat.exe", "name": "winlogbeat.exe", "pid": 8396, "ppid": 7296, "start_time": "2021-06-22T10:06:24.216-0400"}}}
2021-06-22T10:06:24.424-0400	INFO	instance/beat.go:304	Setup Beat: winlogbeat; Version: 7.11.1
2021-06-22T10:06:24.425-0400	INFO	[publisher]	pipeline/module.go:113	Beat name: MY-ADMIN-WORKSTATION
2021-06-22T10:06:24.425-0400	INFO	beater/winlogbeat.go:69	State will be read from and persisted to C:\Program Files\Graylog\sidecar\cache\winlogbeat\data\.winlogbeat.yml