There is no history yet if the account was just created.
The file is created upon the first login .. or should be anyway.
If it isn't, check your /var/log/directadmin/error.log for possible clues.
Also check the permissions on:
/usr/local/directadmin/data/users/username
as the login.hist lives in that directory. Written to by the "diradmin" user, so that user needs write privilegeson the folder.
Also, this file is related:
/usr/local/directadmin/data/admin/login.hist
as it holds the login information on the number of attempts, before the info is transferred to the User's login.hist file..
so make sure this login.hist exists as well.
John