SGDMA behaves badly if its descriptors are in off-chip RAM?

It is better to get all the signals in order to try to understand what the SGDMA is doing. It can also be an idea to check what is happening on the SGDMA's descriptor read master, and verify that it gets the correct descriptor.

Except for that the only thing I can think about is verify that both the CPU and the SGDMA are connected to the memory that you are using for the descriptors, that they both see it at the same address, and that your software indeed writes the descriptor at the correct address.