If you happened to start a data event (e.g. turned it from gray schedule to blue) prior to adding the new goal/objective, you will not see those in the event. But, if you hit the refresh icon next to the student's name in the data event, you should then see your new goal/objective. Your old goal/objective will still be there too, even if you archived them (since the event was already created) - but on any new events moving forward only the new goals will appear.
Also make sure the goals are assigned to the most recent Annual Review, and then try the refresh button again.