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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The sparrow was only available til Jan 15. It had to be redeemed before then