Be sure to check the postmaster. Also, is the warlock you currently have, your first warlock? Did you happen to create one before that you deleted (to change its looks for instance), after you had logged into the game with it? The items are sent to the first character of each class you log in with. If the items are in the postmaster when a character is deleted, the package is lost and cannot be generated again. For the CE items, however, whatever the reason you cannot access them, they are still available to you. The shader and emote can be found in the shader kiosk (by Eva Levante in the speaker wing of the tower) and in the emote kiosk (in the bar area of the hangar wing of the tower). The class armor can be found in the exotic armor kiosk near the Vanguard mentors (Ikora, Cayde, and Zavala)