Timesheets get associated to the users departments including additional departments at the time of generation. Once generated this association is permanent and does not get dynamically updated should there be any changes. Newer Timesheets, which are generated after a change in department occurs, will get associated to the new department name.
We suspect that you might be running the report with newer departments selected which will not reflect any historical data which is associated with old departments. Kindly check the filters selected and let us know if that resolves the issue.