I have had similar problems myself. I am not sure what version of SW you are running but I know in 2010 the results reporting for the Shear stress had a bug and would show stresses of zero depending on what plane your force was applied in. I reported it to my VAR and SW created SPR 571336 for it but I hae never heard back about it getting corrected.
As far as the axial forces go it does depend on what axial direction for the beam Simualtion has used as default. It is kind of confusing but I have attached the document my VAR sent to me to explain it. Hope it helps.
Beam Stress Results.pdf 233.9 KB
Hi Douglas: We did this little video on Beam Shear and Moment diagrams that helps explain a little about the directions (in case you did not see it, it's on GoEngineer's YouTube channel):