can't really tell what happened in your pictures (too small) but i think i know what you're asking

this is probably because you've gone over a mega complicated surface. are you clicking from start point straight to the end? or are you clicking through each individual face?

i find when i use the split poly nothing appears even when i click edges over each individual face, but you just have to make the first edge then hit enter, then hit g, and repeat for the next lot of faces you want to split