To have a separate dashboard per TMG Server, you need to have multiple installs of TMG Reporter (on separate servers or VMs) with each pointing at a single TMG Server. You can then browse to the correct TMG Reporter to view the dashboards or reports for that server.
For example: http://tmgreporter01 http://tmgreporter02 http://tmgreporter03
Being able to separate dashboards and reports globally by fields such as Server, Department and so on is and providing role-based access to these views is on our roadmap, but I cannot provide you with an accurate ETA on that just yet.
I hope this helps in the mean time and that everything else is going well with the software.
If some data is populated, but the bandwidth and productivity sections are blank, then it sounds like TMG Reporter is not picking up the Web Proxy logs.
Open TMG's management console on that server and check the logging configuration for both the Firewall and Web Proxy logs.
Are the Web Proxy Logs logging to W3C text log? If so, check the location they're being logged to, and then add this location in the Arbiter Settings Application on the TMG Server (Start | Fastvue | Arbiter Settings)
If not, let us know how the logging is configured.