sp_AskBrent not logging queries when saving to table vs. sp_WhoIsActive
Thanks for using our free scripts. You should really be using sp_BlitzFirst now, not AskBrent. That aside, what your command is missing is the table names for various performance counters. This is the 'full' command, which you can pare down to whichever result sets you're interested in.

EXEC sp_BlitzFirst @OutputDatabaseName = 'DBATools', @OutputSchemaName = 'dbo', @OutputTableName = 'BlitzFirstResults', @OutputTableNameWaitStats = 'BlitzFirstResults_WaitStats', @OutputTableNameFileStats = 'BlitzFirstResults_FileStats', @OutputTableNamePerfmonStats = 'BlitzFirstResults_PerfmonStats'