Full disclosure: I do not have Shadowkeep, I couldn't (and can't) afford it.
Earlier today, a couple people and I did the "The Ordeal" nightfall on Adept, exactly like Zavala's bounty required.
Upon completion, none of us got any rewards from the end chest, and none of us got the bounty completion for doing it; it made going through that entire Nightfall completely pointless. Is there anything I/we can do to fix this?
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Assuming you figured this out by now but open character - Triumphs - Vanguard - Strikes - Nightfall and click on Adept to complete the bounty.