Yes triggers only respond on the main output - and only when the input is directly on output. i.e. if Video A was playing on Mix2 and Mix2 was on output then the trigger still wouldn't get triggered.

I can't see this mentioned in the manual but it will be related to the 'auto triggers' like 'Automatically Play with Transition' not functioning with Mix Inputs
See notes at the end of https://www.vmix.com/help25/Mix.html and https://www.vmix.com/help25/Triggers.html

I haven't looked to see if there is a feature request to add this. I can see being able to select a Mix for the Trigger events - like you select of the functions - would be useful. So instead of having (on Completion, Fade , Cam, Duration 500, Delay 0, Mix 2) you could specify (on Completion, Mix 2, Fade , Cam, Duration 500, Delay 0, Mix 2)