How to view SGDMA data on Qsys path?

Afaik the demux worked, but You need to select the channel. Better give as much information as possible. SOPC/QSYS screenshot, code snippet in pastebin.com and everything You can supply for better understanding for helpers.

Regarding SGDMA:

the connections to SGDMA are Avalon-ST type. You'll find startofpacket, endofpacket, data, valid signals on the input and output of the core. Let's say You've named the SGDMA core "sgdma_rx" in SOPC builder, so search for *sgdma_rx* in signaltap, so it'll return all the signals within that core connection.