Data is generally available from Google Search console after 2-3 days, which means it's normal to miss data from the last few days in funnel.
How dimensions might affect the data
Google Search Console data is sensitive to the dimensions you select when setting up your data source, and the resulting data might differ depending on this. Google give some explanations to this behavior here.
The Performance View breakdowns in the Search Console GUI correspond to data sources set up with a single dimension at the time. For your data in Funnel to be in line with views in the Search Console GUI you will have to make sure that the dimensions configured on your Data Source corresponds to the view in the Search Console GUI.
The Google Search Console connector supports aggregating data on property or page level. Aggregating by page will return metrics per canonical URL, while the property aggregation will return metrics per property i.e. site.
As an example, consider the property https://funnel.io. If aggregating by property, any search results including the pages https://funnel.io/about and https://funnel.io/data-sources would be part of the property's statistics. On the other hand, aggregating on page would return separate results for each URL.
Please note that the choice of aggregation level will affect the way certain metrics are calculated. To learn more about the differences between the two and how it affects your metrics, please refer to the Google Support article on the Search Console Performance report: https://support.google.com/webmasters/answer/7576553#urlorsite