This is similar to issue JENKINS-11082, issue JENKINS-9263, issue JENKINS-5184.

The only difference is how the "Projects to build" value is set.

In my case I build an environment variable "$TO_TRIGGER" dynamically and simply put it in the text box, "parameterized trigger" does the job of expanding it to the job names well. The only problem is that although the projects are triggered and in the console log it is listed as if they were triggered successfully, see log:
Waiting for the completion of trigger1
trigger1 trigger1----#2 completed. Result was SUCCESS
Build step 'Trigger/call builds on other projects' changed build result to SUCCESS
Finished: SUCCESS

They still don't appear as downstream builds, nor do they upstream build appear as upstream build in the downstream build.