Problem: Opening a chest that rewards you with an item, when your slots are full for that particular type of item results in you not getting rewarded with the chest item at all.
Discovered by playing on the Moon. I opened a Gold chest that rewarded my fellow team members with the Jade Rabbit Emblem. At the time, I had all emblem slots full. I did not receive the emblem. I am unsure if this is a permanently missable reward, but hopefully Bungie will decide to implement a system to avoid these types of issues. Either a warning that slots are full when rewarded with chest items, or have the item sent to you by via the Tower messenger.
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Same thing happened to me... Ive got 4 out of 5 gold chests on the moon when I figured this out and I hope it'll pop up when I get that last gold chest...
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And the rabbit is so swag...
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I'd check with the mail guy if I were you. Never had that issue but he may have it same as if you'd left the gear on the ground by mistake.