How do I add an 'order complete' from the Commerce module to the Rules events in Drupal 8?
After trying out combinations and with the helpful comments, the solution was to follow the Rules documentation but change the event to commerce_order.place.post_transition which I got from the tutorial.

The final code was to create a MODULENAME.rules.events.yml file and add the following code:

commerce_order.place.post_transition:
  label: 'Order has been completed'
  category: 'Order'


This created the option in the dropdown and allowed me to create the rule that triggered the action.