The Koha Manual covers the HOLD_CANCELLATION authorized values and cancellation reason. However, it does not mention a HOLD_CANCELLATION notice can be triggered when cancelling a hold with a cancellation reason. The notice was introduced by Bug 25534. It needs to be manually created (see Bug 38430). Some notes to help documenting: the notice will be triggered as long as the hold is cancelled with a cancellation reason. It works from all the places where you can pick that cancellation reason: bib record, patron account, holds to pull.