On tuesday I was playing with my friends on Crota's End, When I picked up the first chest in the abyss, an item popped up, Gjallahorn. The only problem was my heavy slots were full. I assumed it went to Lost Items however this was not the case, all that was there were some blues from doing Vanguard ROC. One thing that I did notice is that in the bottom left it didn't say <Gamertag> found Gjallahorn. This then happened again wednesday when I was playing Vanguard ROC only this time it was with my hunter, and I lost Don't Touch Me. I would appreciate it if you somehow did something about this, even making Xûr sell them, I wouldn't mind purchasing them.
Please, and Thank you.
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Both items conveniently exotics... You should have checked recent recorded game-play footage and saved it. Bungie doesn't give lost items back, because they have no proof you had it to begin with.