I get this occasionally with my 520: select the outside option; TR shows as pushed to Garmin Connect (confirmed by looking at that website); wait half an hour; make sure my phone is in range; turn on 520; usually it shows up after the “phone connected” message with a “download complete” message.
Sometimes the phone doesn’t get connected or the download doesn’t happen, I reboot the 520 and it usually finds it the second time.