Hook an action when a transient is deleted ? Can’t get it to work!

Transients are generally cleared when read. If you want to check for this common case, you could catch the pre_transient_transientname and see if it expired, the same way WP is doing:

function get_transient( $transient ) {

    /**
     * Filter the value of an existing transient.
     *
     * The dynamic portion of the hook name, `$transient`, refers to the transient name.
     *
     * Passing a truthy value to the filter will effectively short-circuit retrieval
     * of the transient, returning the passed value instead.
     *
     * @since 2.8.0
     *
     * @param mixed $pre_transient The default value to return if the transient does not exist.
     *                             Any value other than false will short-circuit the retrieval
     *                             of the transient, and return the returned value.
     */
    $pre = apply_filters( 'pre_transient_' . $transient, false );
    if ( false !== $pre )
        return $pre;

    if ( wp_using_ext_object_cache() ) {
        $value = wp_cache_get( $transient, 'transient' );
    } else {
        $transient_option = '_transient_' . $transient;
        if ( ! defined( 'WP_INSTALLING' ) ) {
            // If option is not in alloptions, it is not autoloaded and thus has a timeout
            $alloptions = wp_load_alloptions();
            if ( !isset( $alloptions[$transient_option] ) ) {
                $transient_timeout="_transient_timeout_" . $transient;
                if ( get_option( $transient_timeout ) < time() ) {
                    delete_option( $transient_option  );
                    delete_option( $transient_timeout );
                    $value = false;
                }
            }
        }

        if ( ! isset( $value ) )
            $value = get_option( $transient_option );
    }

    /**
     * Filter an existing transient's value.
     *
     * The dynamic portion of the hook name, `$transient`, refers to the transient name.
     *
     * @since 2.8.0
     *
     * @param mixed $value Value of transient.
     */
    return apply_filters( 'transient_' . $transient, $value );
}

You could also hook the filter pre_option__transient_timeout_<transientname> to catch that get_option above that happens just before the delete, and check that condition to see if it expired. Just make sure you return the first argument, in the functions you use to filter these.