vcftools: indel size histogram command returns empty file
It looks like lumpy looks for breakpoints in your reference. Presumably places where the is a haplotype switch detectable with the data on-hand?

My only thought is that since lumpy is being used to produce the VCF file that it is inherently not looking for insertions. I would suggest running the same BAM file through the GATK best practices pipeline (easier said than done) and vcftools pipeline. If those produce insertions but lumpy does not, it must be due to how lumpy produces the calls. Good luck!