Much of where his income, loans, etc. in reality would almost certainly NOT be referenced in his tax returns. When you're setting up these sort of things and the person providing the money does not want it tracked by to them, they typically set up a number of shell corporations and fronts to hide the actual source.
https://www.icij.org/offshore/geoffrey-taylor
So, let's say that Yuri Billionaireski wants to spend some money and get it out of Russia, he just simply sets up a series of shell companies, each owning the next, all around the world until finally it's considered safely ensconced in a foreign country. So, let's say the ol' Yuri decides to bankroll a Property Project in the USA or elsewhere, it's quite likely any loan documents will be in the name of "Easytobeanonymous, Inc. (Del.)" rather than in Yuri's name as a personal lender. If you try and find out who is really the owner of that Delaware Shell Corp, lots of luck because there's likely a dozen or more shell companies behind it.
So, the fact that there's no Yuri Billionairski type names showing up in Trump's tax returns means virtually nothing.