Hello, OneTooMany
Please check all characters, as well as your Vault.
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I have checked. It vanished as I deposited it into my vault.
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Looking at your account, I can see the helmet is stored in your Vault. I would suggest logging out of Destiny.
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It's been days, I have logged out multiple times. And it still hadn't showed up in my vault.
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Can you provide a screenshot of your Vault in Destiny, as well as Bungie.net?