Yes, often when a fillet or a chamfer won’t form it is because there is gap in your model.
I had difficulty with one design which I eventually traced to a minuscule gap between two parts – only a tiny fraction of a millimetre, in one tiny part of an arc, but as far as the CAD was concerned, the two parts were separate bodies, and therefore it would not create a fillet or chamfer between them.
I find that my CAD sometimes says “cannot perform the requested function”, or similar words, but without telling you why.
Note: if you are intending to shell out a solid shape; be aware that the wall thickness might suffer if you shell first and fillet later, (sounds like a cooking recipe !!).
If you complete the external shape including fillets first, then when you shell the body out, the wall thickness will be consistent in the areas on the inside of any external fillets.