Delegation rewards are distributed to Delegators once an Indexer closes their allocation. This can be done manually by the Indexer or happens automatically every 28 days. If you do not see any delegation rewards after delegating for a couple of days, it simply means that the Indexer has not yet closed the allocation. You can use different tools to track the progress of your delegation, for instance, the dashboard over at stake-machine.com.
If the Indexer does not allocate their available stake, it could be an indicator that they are not active or are having issues. Feel free to reach out to your Indexer to find out what their current indexing strategy is.
Also, an Indexer may become inactive and has no ETH left in their wallet to pay the required gas fees to automatically close the allocation. If this is the case, Delegators can manually close the allocation by directly interacting with the contracts. In any case, Delegators are still able to withdraw all of their GRT, even if an Indexer becomes inactive.