It's odd that you can import codes that can get resolved, but the search doesn't show any results. I tried to reproduce this on our own env, and pulling up the dialog does show default ethnicity options. If you could go to your Chrome console (ctrl-shift i) and then start a new cohort -> open the 'add concept' dialog, you should see some requests in your network console going to the url that looks like:
Note, you should look for the POST request. If you look at the the request payload, you should see this JSON string:
Most likely you have multiple Vocabulary sources set up, and the one you are querying doesn't have data in it?
Alteriatively, you can set a breakpoint in js/modules/WebAPIProvider/VocabularyProvider.js on line 95.and then perform the query. YOu'll be able to inspect what the URL is being querried (online 104), what the defaultSource it's going to use for the query (also on line 104). It's a bit harder to simulate a POST request without other tools, but hopefully this inspection of the code is enough of a hint to understand why you might be querying the wrong database?