Page overlay report may not work because of various reasons. I can list two of them from the top of my head:
It would be nice to display a message informing users, why the Page Overlay report doesn't work. I think that it's a high-valuable and easy improvement.
Thanks for the suggestion. The troubleshooting guide is found here: https://matomo.org/docs/page-overlay/#page-overlay-troubleshooting
as part of https://github.com/matomo-org/matomo/issues/4481 we will link to the user guides from within the app.