When using the Parrot Bluegrass with Pix4Dcapture, the images should be recorded on the Sequoia SD card, then on the mobile device used if the images were synchronized.
Are you using the Android or iOS version of Pix4Dcapture?
In your case, If no pictures were recorded anywhere and that something went wrong, I would suggest you go through our basic checks and troubleshooting steps. It will solve most of the issue or unexpected behavior that can be encountered while using our application.
If not, is the issue reproducible? Is there something specific to be noticed while planning/flying the mission (errors, warning).