Zero Trust - Unable to find ORD Ray ID in Security > Events

Hey All - I'm in the process of setting up an API Shield for a specific endpoint, and I'm having issues getting the endpoint to actually block my traffic. That screenshot is the bottom of the response from the service, returning a 400 (as expected, but the API shield should be blocking the request, as the request did not match the schema for that endpoint.) I see this Ray ID in the responses header, but I can't find the event with that Ray ID, or just by filtering events by "Host". Anyone have any ideas?