Actually, we do, because the FBI issues press releases when they succeed.
Here's a relevant paper from an FBI study of "lone offender terrorism" [1] This guy fits the profile - white, some college, no major criminal history, not employed, marijuana user.
[1] https://www.fbi.gov/file-repository/lone-offender-terrorism-...
They would be shouting it from the rooftops if they were actually stopping attacks.
Your knowledge is incorrect.
Insofar as a person is an enemy combatant in law, they can be militarily detained without charges regardless of where they are caught and what their citizenship is (and, if they are charged and tried, it can be by military commission), see, Ex Part Quirin, 317 US 1 (1942), concerning exactly this question with regard to German saboteurs in WWII, two of which were US citizens and all of whom were captured on US soil.
Also, insofar as they are enemy combatants, they may be engaged by the military with force anywhere in the world, regardless of citizenship and location. It would be silly if the military couldn't fight active enemies when they were in US territory but had to wait for them to leave, regardless of citizenship (for one thing, that would have made fighting the Civil War difficult for the Union.)
No illegal mass surveillance necessary for that, unless the CIs being there were illegal parallel construction in the first place.