sp_blitzcache not returning an execution plan for a long running query
Here's a few reasons why queries won't show up in sys.dm_exec_query_plan, the DMV used by sp_BlitzCache:


The query is encrypted (like an encrypted stored procedure or function)
The server has Optimize for Ad Hoc turned on, and the query was only executed once
The server is under memory pressure, and plans are being removed from the cache
The plan has over 128 levels of nested elements, so sys.dm_exec_query_plan can't show it (but you can still get it via sys.dm_exec_text_query_plan if you want the text version)