I’ve configured custom detector thresholds in Project Settings → Performance (for example, N+1 Queries, Slow DB Queries, HTTP Overhead, etc.), but I'm not sure where to find that list in the Sentry UI.

The Issue Details page helps you to gain further insight into the source of a performance issue and the impact it has on your application's users. To find all failed and bad performance issues in Sentry, you can use the issue.category:performance filter in the Issues Feed.