So, I finished an Exotic bounty, went to collect my Exotic weapon from Banshee, selected it, but it did not spawn in my inventory.
I did not have a full inventory, and did not delete it. The bounty was to find an Exotic inside a loot chest on Mars.
Whaddafuk do I do, now?
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You're going to have to wait until xur comes, but the bounty is really easy.