Underground hopper (below a water stream without water touching) collects sugarcane, but doesn't deposit it into the chest. It's correctly hooked up into the chest, it just won't move stuff from the hopper inventory into the chest.
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Your chest is being blocked by the solid block on top. A solid block ontop of a chest not only blocks you from opening it by right-clicking, but also stops hoppers from filling in items.
@Markus, there is no solid block on top of the hopper or chest, preventing me from opening it, because I CAN open the chests (that's how I checked that there's no items filtering in)
I cannot see properly on the first two pictures, but the chest on your third picture is definitely blocked by the dirt block above it.
Please attach a screenshot of your setup.