Hey there. The individual mission triumphs are for when you play the missions as the weekly featured one, on Hero, Legend or Master. So they do not pop for playing on Classic or Legendary, despite the 'any difficulty' wording. They therefore have nothing to do with the campaign exotic reward. Hmm everything does look in order though. I can see a Legendary completion of each mission on your Warlock. Could you double check something, on the Legendary playlist, check each mission to see if any still have the 'A Challenge Awaits..' modifier? Also double check with Nimbus, anything there?