I have a central DBA server on Win2008/SQL 2012 default instance. It's a Central Management Server and Perfomance DW as well
I forward events from SQL2K, SQL 2005, 2008 R2 and 2012 from severity 17 and above.
SQL 2005 and below, forwards events just fine, But SQL 2008 R2 and above don't.
The only thing the SQL 2008 R2 and above have in common, is that their service accounts are on the default instance on the central DBA server, as they need access to the performance DW. I have even tried to promote the service accounts to SA, but it still doesn't work.