I would duplicate the shape, then position it so the new shape has its upper left point touching the lower right point. Then configure the duplicate so it's invisible (no color used and transparency at 100%)
Then select the two objects and group them. At that point I believe the rotation point would be what you are wanting.
Contrary to most other Adobe applications you cannot change the reference point (which you label as 'rotation point) in Captivate. The normal reference point (for aligning, resizing) is the top left corner of the bounding box. However for Effects it is different: it is the center point of the bounding box, even for triangles where you would expect another point.
You have to force this, and Rick points out a the only work flow I am aware of as well, based on the fact that for groups you can apply only one effect to the whole group. If you group objects, all individual effects will be deleted automatically. The reference point rule for the group effect is the same as for individual objects: center of the bounding box surrounding the group. If you use a dummy duplicate triangle (invisible due to alpha = 0 and stroke width = 0) and position it in such a way that the center point of the bounding box is exactly the rotation point you want for the original triangle, you will have the illusion that the triangle is rotating with the bottom right point as rotation point:
Problem is that you have to repeat this work flow whenever you need another rotation point.
Sure would be nice to see a draggable registration point, wouldn't it?
Of course, have asked that since Effects appeared... too little users seem to need it. I'm so used to changing that registration point in other Adobe apps.
Have a lot of that type of visuals ready...