Hi,
KeyFigure Structure is never visible in WebI, you will just have a flat list of Measures corresponding to all visible members of your KeyFigure Structure. For Structure based on Characteristics you will have a Dimension in Univers which will contain same hierarchy of members (visible ones) defined in Structure.
Any KeyFigure with unsupported configuration (like cumulation, local calculation ...) will not be leveraged in Universe, so it's possible to have no KeyFigure in QueryPanel outline if you have only unsupported KeyFigures in your Bex Query.
You should first try to create a BEx Query with very simple double Structure design, to make sure you get correct behavior in this case, and then create your DataCell definitions and Calculated/Restricted KeyFigures.
Regards,
Loic
PS : any unsupported DataCell will give a warning output in SemanticLayer logs, to help BOE administrator understand why BOE Universe has not same exact design as BEx Query.