I had the issue of not getting any trials engrams from leveling up, but if you could claim rewards from Saint before leveling up at the start of the season, your account may have been bugged. I was at Heroic 3 last season but at the beginning of this season I was able to collect the rewards for the new season up until Heroic 3 but I couldn't earn any engrams until I surpassed that rank because now I am Fabled 3 and earned 3 engrams. I hope this helps those who may be having this issue.