How to locate lost AirPods Pro?
Unfortunately Find My has some limitations regarding finding AirPods instead of an iOS device or Mac.

Find My can only locate AirPods out of the case. The case itself has no connectivity and the AirPods within the case are turned off when the case is closed, so the case must be open for the AirPods to be reporting their location.
Find My does not support finding and sharing the location of AirPods that are not ‘yours’ paired with a device logged into the same primary iCloud account.

This means if there is no last location for the AirPods, for a new location to be reported, AirPods must be with some charge, out of the case or with the case open, and in range of one of your devices.
Apple has a support article on this topic: How to find your lost AirPods.