We are using the Authorization code grant flow as described here:

https://developer.zendesk.com/documentation/live-chat/getting-started/auth/#authorization-code-grant-flow

Managed to implement this without any issues. The resulting bearer token works fine, and all API calls I make are successful.

However the chats response is always empty. For context, I have a Zendesk developer account and I tried creating a "chat" by using the Messaging Chat Widget which I found here:
https://subdomain.zendesk.com/admin/channels/messaging_and_social/channels_list
Is that the correct approach? Should chats made in that widget be showing up in the API response? I'd assume so.

I'm also quite confused about what the difference is between Zendesk Chat and Zendesk Conversations.