Can you verify that the Shop that you are using is currently using Shopify Payments?
Secondly, when you query disputes with the GraphQL API what response do you get?
Disputes will work with development stores if you have Shopify Payments set enabled.
To enable Shopify Payments on development store navigate to Settings > Payments > Activates Shopify Payments. Then complete the first step of the setup process. Then when you exit the set up process your development store should now be using Shopify Payments. And you should be able to query the disputes.