Your budget will only display transactions from your transactional accounts, like cheque accounts and credit cards. Loans and investments are examples of some account types that won't appear in your budget.
If you aren't able to find a transaction from one of your transactional accounts in your budget, it may be marked as a Transfer. This spending group is reserved for transactions that involve money moving between your accounts, so when you categorise a transaction into the Transfer spending group, it won't count towards your income or expenses anymore. We'll move it into a separate section right at the bottom of the Budget screen. Just click on the "You have x transfers" link to view a list of all of your transfers in your current budget month.