Found on another forum so can not take the credit for this fix.
It did work for me.
The way to know if you have these items
There should have a message to collect the sparrow from Special Items.
Vanguard should be open to buy (Within the level limitations).
If you do not have these, log out and go to the System menu.
Go to Settings > Account > Download History.
Browse your download history and them download again.
On logging back in, hopefully, they should now be there.
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Log out of Xbox live or destiny?
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Didn't work for me :( I'm level 6, the weapons are level 5 and I can't access them
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Thank you very much. Finaly it worked with redownloading in the acc settings. :-)