Spring Insight uses AspectJ to weave the classes available inside your WAR to collect metrics about the applications execution. Since only classes inside the WAR are woven, if a class is provided from the server's lib directory or the JRE, it will not be woven.
For your situation, any class that makes calls to java.sql.Statement or PreparedStatment, need to be located inside the WAR in order for the Insight instrumentation to collect the SQL query.
You mentioned previously that you are using datanucleus with JDO. I don't see any of the datanucleus JARs in the list you provided.
In general, if all the dependencies are inside the WAR, everything will pickup automatically.