Have you used a tool, like Roger Zander Client Center https://github.com/rzander/sccmclictr, or the MS Client Support Center Tool, https://docs.microsoft.com/en-us/configmgr/core/support/support-center ; to examine a client?
What I would look for is things like... "is the last scan version matching what my environment says" (in CM Console, Monitoring, Software Updates Point Synchronization Status, the Catalog Version); that'll be the catalog version i'd want my clients to have used.
is wuahandler.log scanning successfully?
In those tools, you can see what CM believes locally is deserved or installed for updates, as scanned by the CM client. When you say "locally just msrt... but when I go directly to Microsoft, I deserve more" -- are those updates listed locally by the CM client? If not; are those updates even in CM? (EXACTLY those updates, by title and kb article--maybe you're missing a category in your CM SUP rules for what patch info to download)