I want to promote this as I have a similar issue, except that in no modes can I see the next and previous frames for my main Stroke. If I create a new Grease Stroke, then it works as expected. I believe all the required onion skinning options are also selected.
My Blend file is
Answer 2 for this oneFor my issue, as suggested by Maitrisingh, was that the Material Properties also needed to have onion skin selected.
Answer 1 For the original issue, try this: Only have the one 3D viewport open (may be a bug having 2 open), go to Sculpt and then go back to Draw and it then started to work for me. Hope this works for you.