Autocompletion doesn't work while logged as root
Check your /root/.bashrc file for these lines
if [ -f /etc/bash_completion ]; then
. /etc/bash_completion
fi
If they do not exist add them to the end of the file using your favorite text editor.
ZSH
相比之下，zsh 就比较容易设置了，直接编辑 .zshrc，添加 sudo 插件即可。