Unless a change was made that I am not aware of, the Frontier Ghost Shell has nothing to do with The Taken King Collector's Edition. The Frontier Ghost Shell was a pack in with the Limited, Digital Guardian, and Ghost Editions of vanilla Destiny. If you did not purchase one of those original editions, you will not have the digital license to The Frontier Ghost Shell. Have you played on a friend's console lately? If so, you may have received it by piggy backing on their license. If that is the case, you will no longer be able to access upon migrating back to your home console.