Hello Franck, I hope you have a good day!
Another approach you can take to collect these events is by using syslog.
If you know where the logs are stored, you can send them to Wazuh. Here I share more information.
Regarding the vulnerability scan, you are right, it is likely that the patches that are applied to your systems are taking effect and that is why you cannot see the vulnerabilities.
I recommend that you modify the vulnerability scan interval to be able to see more frequently found vulnerabilities, this setting is done in the file: /var/ossec/etc/ossec.conf on the agent and managers.
You should configure the interval in the agent(/var/ossec/etc/ossec.conf), reduce it to 5m for example:
You should configure the interval in the managers(/var/ossec/etc/ossec.conf), reduce it to 5m for example:
Here you can find more detail about vulnerability scanning settings.
I hope I can help you with these new recommendations!! . Regards!