The other day I was trying to swap over some god rolls from my hunter to my Warlock for a solo flawless attempt and I got error coded in the app saying "Item could not be found" yet it removed my gun from my hunter but never arrived on my Warlock. Also isn't on any other character or vault.
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Keep checking your characters and vault should show up in a day or two....hopefully. Now the sad part. If it doesn't return Bungie doesn't restore lost or deleted items for any reason.