Yes! My clan master helped me. You have to go to purchase history on xbox.com and there it will be. It was somehow like xbox.com > profile > manage devices > xbox 360 > purchase history (I'm writing from my head, on mobile, sorry if there's mistakes in the path) and there will ve red sparrow. Click on it, add it to download queue and it will be downloaded on your console. After that restart Destiny and you will get your sparrow from the postmaster in the Tower. :)

Ok so now that I found out how to fix it. I will throw you a bone. Open My games and apps on your xbone, then go to destiny and press the 3 parallel lines button ( start button ). Go to manage game, and you should find a red sparrow download option in that menu. Hope it helps!