Transfers between characters move from CharA->Vault->CharB. If there was an issue with the transfer to CharB because CharB was full, then your item will be in the vault. If there was an issue with the transfer to the vault because your vault was full, then your item will still be on CharA. The apps don't always update their inventory display properly when such an issue occurs, so your item seems to magically disappear. Either refresh your app so that it completely re-gets the inventories of your vault and character spaces or simply check in game. Your item is most likely in the vault, if it's not, then check the character it was originally on. The item will be in one of the two locations. The apps don't have the ability to delete things, they're just not always smart enough to realize when an issue happens so they don't know to update all the inventories involved. This can happen even when transferring directly from the vault to a character or from a character to the vault. If the target is full, the transfer doesn't happen, yet sometimes the apps still don't update to show that the item never moved.