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So i made a little mistake but it was fairly close anyways. And you still need a Trade Depot if i'm not mistaken.
Again, that`s per city, not global. You need to assign trade units specifically to the cities with open trade routes. So when city 1 is at 2/2 trade routes (visible within the city screen) and you are prompted that another trade route is available, it's probably in city 2 or 3 or w/e. You can cycle through the city screens to quickly check or open the Trade Route Overview (bottom-right of the UI) window to get the info.
Trade Capacity is a Resource that globally limits the amount of Trade Routes you can have, while Trade Route Slots (the vanilla thing) is a Resource that limits the amount of Trade Routes each city can maintain.
You're not expected to have enough Trade capacity to use all Local Trade Route slots you have available, instead, use trade routes where they're needed the most.
More Trade Capacity can be gained in a number of ways, including a Policy (or two, don't quite remember), some National Wonders (Central Trade Hub), and some buildings, most notably probably the Avatar, a building that has a Purity-Requirement but no local requirements, allowing Purity-Focused empires to get an extra Trade Route per city with some investment.
Every city that you specialize as a Power Grid will also increase your Trade Capacity by 1.