Hmm, that's odd indeed.  Let's disect this.

pvdisplay is showing nothing, because it's reading the config file, and
only looking for physical volumes in /dev/mapper, in which there are
none. (Well, none other than LVM's volume itself.)

multipath -ll is showing nothing, because it never created any
multipaths, because LVM is already locking and using the static paths.
(At least, that's my guess.)

So the mystery here is, what's happening at boot that's letting LVM see
the raw (static) paths to the devices, and ignoring lvm.conf's
instructions to only look in /dev/mapper?

My guess is it's something in ubuntu's initramfs, where LVM has a
default config file that lets it look wherever it wants for PV's, and
LVM ends up picking the raw (non-multipath) devices, instead of waiting
for multipathd to come in and create multipath nodes in /dev/mapper.
This is probably necessary for the kernel to boot from an LVM device...
after all, you can't read /etc/lvm/lvm.conf if / isn't mounted. (and /
could be on LVM.)

I'm going to poke around ubuntu's initramfs and see if there's something
I can find there.  Would it be alright if I had you set up a new
initramfs, and try booting from it?

-- 
udev breaks multipath after reboot when using LVM
https://bugs.launchpad.net/bugs/230006
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