Weapons don’t get deleted when transferred. It’s likely that it’s not showing up on your app’s UI and it is stuck in the vault or on the character you tried to transfer it from. Refresh the app itself then check the vault both on the app and then in game if the former does not work, and I can 100% guarantee you the weapon will still be there.

While in the game did you check the inventory on every one of your characters as well as each character’s Postmaster?

If the transfer process fails the item gets put into your vault.