In my experience KGR has potential, but it doesn’t work every time. And any keyword research tools are estimates so if you’re seeing 0, that’s just an estimate. Usually, the best bet is to write the article/blog and see if it get any views.
As much as I like Doug. I don’t think the KGR method has much merit. I’ve tested it multiple times, across different niche sites, and it hasn’t worked well for me. I’m sure it can and has worked previously.
IMO it is popular because people like having an exact step-by-step formula and path to success. Unfortunately growing traffic doesn’t quite work like that. SEO and ranking for keywords is nuanced.
While I agree common sense is best, keyword research is still effective to learn what types of things people are searching for. If you just use common sense you are at risk of biases and assuming what is searched. Which is not always what you expect.
Just use SEMRush or AHrefs to start and go after keywords with low difficulty ranking. The search volumes will be wrong 90% of the time, but it’s a great starting point. After you have a good base, use Google Search Console. Cheers.