have you tried running any of the non-pd examples that should make sounds (e.g.:
01-Basics/sinetone)? Do you get any sound out of them?
If no, check that your headphones are connected to the correct connector on the board (three-pin, labelled "out"). Can swap out the audio cable with another one?
The fact that the scope says "waiting" could mean that the audio thread is not running, or it could be that your browser is unsupported / out of date. Modern versions of Chrome and Firefox are best, however it should (at least partially) work also on not-so-up-to-date versions of Safari and many other browsers. Also, you may have multiple scope tabs open? If that is the case, then only one (or no one!) would work. Make sure you only have one Scope tab open and refresh it.
What version of the image / Bela code are you using?
What does the CPU usage indicator in the IDE say? It should read something between 8 and 20% depending on what version of Bela you are using. There are 4 blinky "USR" LEDs on the beaglebone, next to the ethernet port. The one closest to the ethernet port should blink at a constant rate while the Bela program is running. Can you confirm this?