More than once I have been asked to help identify why a mini-dump file was not produced after a system blue screen. More often than not, it is because the mini-dump file location has not been properly configured. By default, Windows will specify something like %systemroot%/minidump. The problem is, this directory does not exist. The dump process will not create a directory at time of write. So, you either need to create the directory or change the dump location. Usually, I just place it on the root of the boot volume.
I’d recommend auditing your systems if you use mini-dumps as your default dump method. You can check the followig registry key to see its current location: HKLM\System\CurrentControlSet\Control\CrashControl\MinidumpDir