Thanks to @kwatford for identifying the issue, exact solution as follows for anyone else confused by the example:
https://api.mailgun.net/v2/samples.mailgun.org/messages
should be replaced by:
https://api.mailgun.net/v2/yourdomain.com/messages
.
What I initially tried for a [200]
response was simply http://mydomain.com
which is incorrect.
Further, I was wrong to expect it to appear in sent items, though it does appear (now that I have the correct POST address!) in cp > logs on mailgun.com