Not hitting wood studs

I'm trying to hang some items in my garage. I'm finding metal (I'm assuming it's a nail) with my stud finder, but when I drill through the drywall I'm just hitting insulation. I've never had this happens before. There are pictures below with red circles showing where I'm drilling. Any idea what's going on here? If you look at the wall I'm drilling into you'll notice it's further in (recessed). I wonder if this has anything to do with it.

Is this an interior or exterior wall? What is on the other side of the wall? In standard construction the wall studs are 16 inches on center starting from one end of the wall. This wall has at least 2 bump outs so not sure about framing.

In the alcove...... slide your stud finder from one end to the other. There should be several studs in there. Try starting from slightly different places as the stud finder needs to be calibrated on sheetrock that has nothing behind it.