I bought the expansion pass through PSN and I followed every step in retrieving the items including the sparrow. I bought the expansion pass for the special offer and never received it during the time, All my friends who bought the pass AFTER I did got the items and I am the only one without it now.
https://www.bungie.net/en/Help/Article/12410 <-- Followed it all
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I had a similar issue with the PS4, did you try resetting the digital licence? It is under the PS4 settings.
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Trust me, the Darrow isn't worth all the hassle and trouble you are making it into. It's not faster than the other sparrows and the tricks get old pretty quick as the control isn't very responsive.
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The sparrow was only available til Jan 15. It had to be redeemed before then
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Did you buy it before the 15th? If you didn't, then you don't get the sparrow