trust issues means "Lack of trust in a relationship, due to shady behavior by one or both partners" I found this on "urbandictionary". Maybe this help you to understand better, depend of context.

There is no phrase : "I don't trust issue" - you must have seen something different. Perhaps you have seen this sentence : "It's a trust issue"? This means that something is a question, a matter, an issue in which the most important feature is trust.