In order to generate VO2max, lactate threshold and threshold pace data and display on the COROS app, your watch needs to record enough data via outdoor running workouts.
Please make sure your outdoor runs are intense enough with at least 30 minutes of heart rate in Zone 3 (out of 5 zones) or above. Easy runs won't increase your heart rate to the required level.
Workouts other than outdoor running won't generate or affect the VO2max, lactate threshold or threshold pace estimates.