At the moment you get a top bar notification (like the "you got a new badge" notification) when a question of yours is migrated to another site. This was done as a response to: Notify Author when Question is migrated.
However, I find the notification lacking.
As the site has grown the top-bar notification has gained a lot of crud ... every new badge and privilege I get means the site stops rendering properly till I hit the big [x] ... as a result I have developed a severe case of banner blindness. I see the banner and automatically hit the [x] so the page looks normal again. I know the banner contains no "critical" information, so no big loss. You cried wolf too much, I no longer trust you.
However, migrations are critical. When we migrate stuff to other sites we break basic functionality. In particular, if you have no account on the target site you will no longer get comment and answer notifications.
So, if you happen to miss the banner, for whatever reason. You lose out on the audit trail.
Getting new users to smaller SE sites is a hard problem. We should make it as easy as possible for them to grow due to question migrations. Every question migrated is often an opportunity to grow another SE site by 4 users.
I think it makes sense to have an audit trail on the Users page for all migrated questions.
I think the notification should go in the global inbox, cause the fact it was migrated is often critical. (especially if you have no account on the target site)