So, I have a few Leviathan completions under my belt (not enough to brag about though), so I've gotten the shader a few times...I can even get the armor from my collections.
Yet, I have no shader in said collections. I'm really not sure what I'm supposed to do, if the game wants me to do the raid again?
In order to have the shader, you would have had to break down a piece of equipment that would have given you the shader unfortunately. Just completing the raid and having items with the shader on it will not give it to you.