I bought 10 coins worth of Heavy ammo and when I go to use the synthesis it doesn't give me any ammo, and same happens to friends of mine.
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make sure your consumables menu isn't full, you need at least one empty slot to be able to use these I think people run into the issue mostly with Xur because they load up on so many and can only do stacks of 20 so end up filling up the menu completely....
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This is an old issue. There has been many topics on how to avoid this from happening. Use google