In general it's the list you gave, deletions and (quick) formats where Windows sends TRIM commands.
There could be several reasons why it does not:
So, it's important to understand TRIM is a command, not actual erasure, that an OS or some tool can send to a drive. It allows the OS to tell the drive, I won't be needing LBA's in range x - y. So we need a command. ATA, NVMe, SD card specs all implemented TRIM like commands. But a USB flash drive for example not, so you can not send TRIM commands to it.
If we consider Windows, it only sends TRIM commands under a set of circumstances, one being TRIM needs to be enabled at OS level (fsutil behavior query DisableDeleteNotify), Windows will only send TRIM commands for NTFS and ReFS (not FAT32 or exFAT). So there's some reasons why Windows may not send a TRIM command.
I have also seen several situations where Windows paused TRIM commands because of file system inconsistencies: It wants to be absolutely that TRIM commands are really only send for clusters that are free, if there's doubts it seems it will pause 'trimming'. After chkdsk which took care of file system inconsistencies in those cases, Windows resumed trimming.
But so there's the OS. Some OS'es TRIM on a schedule and so there's room to recover data in between the deletion and the scheduled TRIM. Windows and does TRIM immediately and on a weekly I believe, schedule.
I'm not in-depth expert on sending TRIM commands at ATA or NVMe level, but I think they can be queued and for some reason they may be dropped from the queue, because there may be more pressing commands that need executing. Someone else may call BS on this, if so I welcome an explanation. May be the other way round as well if drive can not deal with queued commands and Windows itself drops TRIM commands due to more pressing matters. But idea is, loads of actual writes need to be done for example, and at some level it's decided "let's leave trimming for now".
Then there's the issue of for example drives behind a USB controller and this controller only supporting a sub set of commands and simply dropping commands it doesn't now. This has been an issue for quite a while with older USB enclosures and SATA to USB adapters. IOW the TRIM command never even makes it to the drive.
In general, as soon as the SSD receives the TRIM command it will remove access to the LBA sectors the TRIM command was for at translator level and return zeros if you try reading said LBA addresses even if data is not actually erased yet. This is the rule of thumb but a SSD may respond differently like return some random data.
Also, I seem recalling from some PDF ("the missing 'something' manual") that reverse engineered SSD firmware and that stated the SSD itself dropped TRIM commands if the LBA sectors weren't properly aligned somehow, but I'd have to look that up again before I consider this a solid statement. At the time it made some sense to me if we consider that actual erasure of the data can invoke overhead (drive has to consolidate stale pages in an erase block that it can actually erase) and some TRIM LBA range may not be aligned to pages or overlapping two partial pages, so that the SSD's firmware considers the efforts outweighs the gains. But unlike previous example, this would happen at firmware level and depends on the specific SSD.
Odds and bobs: If we talk about OS level factors, I believe at some point (or still) Linux kernel has a list of exclusions, of drives that will will not send TRIM commands to because these drives are believed not to correctly handle the command. Oh!, found it again:
Perhaps Windows maintains a similar list and perhaps list changes over time. This was the list at the time I screenshotted it, probably some years ago.
Anyway, there could be all kinds of reasons, and maybe more than ^ for TRIM not firing while we'd expect it to fire.