The tray icon appears for me. Do you have the AppIndicator and KStatusNotifierItem Support extension enabled? It’s installed by default as gnome-shell-extension-appindicator.
Our caffeine-ng package no longer installs the /etc/xdg/autostart/caffeine.desktop file. If you want to enable it on startup, there’s an option in the preferences and a desktop file will be placed in ~/.config/autostart/.