First make sure you set input channel to DC coupling, and also trigger to DC coupling.
When hunting for such, very undefined pulses, a peak detect plus roll (scan) mode is very helpful.
Roll (scan) is slow, untriggered mode that basically emulates chart recorder.
That, combined with peak detect mode of acquisition, creates a slow scanning graph of voltage that will, despite being slow, capture high peaks in full bandwidth of the scope.
Since roll mode is slow, you simply enable it, let it scan, manually create event to measure, and than you have time to quickly stop the scope manually too.
Your fast pulse might be a singe vertical line on the screen, but it will be there, and it will have proper amplitude.
If needed, now you know how to setup scope vertical sensitivity, and then you set trigger to Edge mode, and set trigger level to somewhere mid way of the signal. You than switch from ROLL mode to normal swept mode, and set some time base that looks logical from what you see on the screen. Keep the peak detect mode still, until you manage to find timebase that shows your signal nicely.
You can get pulse captures in Single and Normal trigger mode if triggering is set right. Auto trigger mode is not good because after some timeout it will erase the screen and do capture on it's own if there was no trigger for some time.. Single mode will capture and stop and Normal mode will capture, rearm and wait for next one. If you want to keep just one capture then you use Single, obviously.
On scopes that have ETS sample mode (equivalent time sampling), you have to make sure your'e NOT using ETS on pulses. It works on repetitive signals only, and on single pulse you will get nothing on the screen.
It is amazing, how very simple scopes like that, that have only few more options than old TDS210, quickly become more complicated to use...
I don't have (and never used) that particular Siglent, so I don't know if firmware is clever enough to automatically disable ETS when you enter Single mode.