Hello KarenWilhour,
If I'm understanding your post right, you're using a third-party app called TRX when working out, but aren't seeing the calories burned in that app reflecting in Activity on your Apple Watch. I know how important it is to have all of your apps synced up so that you're able to successfully track your workouts and activity. I'm happy to help you out with this.
As long as that app is designed to sync data with your iPhone and Apple Watch, your data from TRX should be able to be communicated with your Apple Watch. However, you may still need to adjust some of your settings. You'll want to make sure that app is listed as a data source for the Health app itself. Open the Settings app on your Apple Watch and select Health. Make sure that TRX is listed in the Sources section there under Apps. This is where you would manage which of your Apple Watch apps can read and write Health data.
You can also adjust this on your iPhone as well. If you're running iOS 13, go to Settings > Health > Data Access and Devices. If you're running an earlier iOS version, you can adjust your settings right in the Health app. Learn more about all of this here: Manage Health data on your iPhone, iPod touch, or Apple Watch.
Thanks for using Apple Support Communities.
Take care!