Great that you found a solution!
In case of these or similar "trigger quirks", it's also always a good idea to crank up the time base until you actually see on what the scope triggers. Especially if you are connecting the probe to another, "far away" grounded source, you may end up with all kinds of noise picked up via the connection and the ground loop.
For comparison, you may try to sync your scope on the internal generator outputting the same sine wave but linked back-to-front just with a BNC cable. This should work without any difficulty and display a nice and stable sine wave, even without any bandwith limitation or trigger noise reject function.
In general, especially if you're new to fairly modern digital scopes, it's very useful to spend some time experimenting with the vast amount of trigger functions. There's virtually always something available that allows you to get a stable display of even the weirdest waveforms
.