Q1: To check the response of monitor execution. We downloaded the JTL for specific check and noticed that there is no response data available in JTL. Is this intentionally disabled? Because without getting response data it is hard to see why monitor is failing.
Q2: Is there any way to see the full response of failed request? Not for all but for failed request only.
Working by design
Release : SAAS
Component : ASM
Q1:ASM is not saving request nor response bodies as that could be tremendous amounts of data when "download all embedded resources" is checked (think of all JS and images) - and JMeter is saving it to separate files, not directly to the JTL so some wizardry would need to be coded to collect all these + the UI to present them appropriately (images as images, video as video etc. you get it).
0 bytes JTL usually means that the script timed out before anything reasonable was written to the log. This is largely JMeter's responsibility and ASM has little control over that. I have no other suggestion than to try increasing the timeout here.
Q2: Not at this time.