Believe it or not there are things fudo won't make a skillchain with. Unless you did multiple varieties of ws's with it then it could be very possible you just found one combo that won't produce a skillchain.
If it was expected to produce a skillchain, make sure you aren't swapping gear too soon as that will cut off the animation and you won't see any damage or the animation except for the beginning of it depending on how fast you gear swapped. For that issue i'd suggest getting bmn.
Other than that it could just be an issue in timing, skillchains are hard yo.
But I highly doubt that fudo now produces no skillchains.
Edit: Also on ws's that will deal the finishing blow to the enemy without a skillchain, the skillchain will not occur, in case that might've been a situation.