How come Firewalla is not detecting my devices?

First, do check the IP address of the devices not getting on Firewalla's device list. 

What we see most of the time these missing devices are not in the same subnet as the Firewalla.  For example

If device X IP address is 192.168.0.1

and the Firewalla's IP is 10.0.0.9

In this case, the missing device is likely connecting to a different router than the one Firewalla is connecting to.   To resolve this, you will need to make sure they are put on the same network. 

Second, wait a bit

If you just got the unit, it may take some time to detect the low power devices.   These devices don't wake up often and don't transmit that often.

There are also devices that intentionally hide from detection.   Firewalla will likely see them once they start transmitting.