Vow isn't the most recently released raid, you need to do root of nightmares.
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I have done all of the raids in the game and the only one that has not counted as “completed” is VotD for Rank 10.
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Oh, I thought you meant the rank 10->11 master challenge. The 'complete the [raid] raid' triumphs for getting to rank 10 require it to be done on normal as they're linked to the triumph that awards the emblem. If you check triumphs->throne world->vow you'll see you dont have the triumph completed that awards the emblem.
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Ah ok, thank you for your help! I was wondering what I was doing wrong!