Is there an Audit Trail report that tracks changes made in NS?

Yes it's the System Notes tab that's on nearly every record. It doesn't necessarily record every change though.

I have some of the audit reporting in my Suiteworld presentation https://static.rainfocus.com/oracle/sw19/sess/1546631310573001gv1X/PDFPF%20/FIN1526SES_THURS_1553185241855001B1fO.pdf