What version of graylog are you using?
What port are you using for you input? If your using port 514 that a privileged port. Might want to change to something over 1024 to see if that works.
What does your Syslog UDP INPUT configuration look like? Maybe something like this?
If it was my environment, check ES and Graylog log files for errors/warnings. Confirm that the Date/Time is correct on Graylog server and the remote device sending logs to graylog server.