Okay -- that makes a bit more sense. The only trigger I used with any regularity was based on the "uptime" that my ESP was reporting using the Arduino millis() function. I had not brought the uptime widget over into my project, so it didn't show up in the list.
That said, when I create a trigger within the project to do an action based on device online/offline, I would think that trigger would show up in the project. It's not associated with any channel, rather with the device itself. For that matter, I'd expect any such triggers to show up under the project for any devices that had associated widgets as part of the project, no?
I did find the overall "Triggers and Alerts" in the rightside menu, and that works. I guess it's still confusing to me when "My Triggers" within a project doesn't show anything, but an identical-looking "My Triggers" button in the settings for a single widget shows all triggers, not just the ones for that widget.
I'm sure this all makes more sense to a more experienced Cayenne user; you're getting my feedback as a new user finding where things are, FWIW.