With regard to trade routes, I don't believe so, but perhaps someone who could trace the DLL code might find something we've not seen before. However, I've checked through the Player, Team, Game, Unit, and City methods and haven't found anything relating to exactly when a trade route gets established.
If this exists, I could definitely make use of it as well, but for the time being, for my Holo Civ at least, the best I can do is scan the trade routes table every turn. For my needs, I'd also need to know when a trade route ends (naturally or forcibly) but so far, scanning the trade routes table generally gets me that by implication, if a route suddenly disappears.
Afraid I have nothing to offer with respect to Great Works either. Best I can come up with is to cache Player:GetNumGreatWorks() and see if this number changes when a great person has been expended.
I also don't use the CP DLL, or any DLL mods, so all my information is of vanilla BNW.