A binary star orbited by an outer companion constitutes a hierarchical triple system. The outer body may excite the eccentricity of the inner binary through the von Zeipel-Lidov-Kozai (ZLK) mechanism, triggering the gravitational wave (GW) coalescence of the inner binary when its members are compact objects. Here, we study a sample of hierarchical triples with an inner black hole (BH) – BH binary, BH – neutron star (NS) binary, and BH – white dwarf (WD) binary, formed via dynamical interactions in low-mass young star clusters. Our sample of triples was obtained self-consistently from direct N-body simulations of star clusters which included up-to-date stellar evolution. We find that the inner binaries in our triples cannot merge via GW radiation alone, and the ZLK mechanism is essential to trigger their coalescence. Contrary to binaries assembled dynamically in young star clusters, binary BHs merging in triples have preferentially low mass ratios (q ≃ 0.3) and higher primary masses ($m_{\rm p} \gtrsim 40 {\, \rm M_\odot }$). We derive a local merger rate density of 0.60, 0.11 and $0.5 {-1} \, \rm Gpc^{-3}$ for BH-BH, BH-NS and BH-WD binaries, respectively. Additionally, we find that merging binaries have high eccentricities across the GW spectrum, including the LIGO-Virgo-KAGRA (LVK), LISA, and DECIGO frequencies. About 7 per cent of BH-BH and 60 per cent of BH-NS binaries will have detectable eccentricities in the LVK band. Our results indicate that the eccentricity and the mass spectrum of merging binaries are the strongest features for the identification of GW mergers from triples.