[EDIT: added more info as requested by the DPS in the TWAB]
Timeline with links to game reports:
Fresh Raid run. Left it at second phase of Aksis. 35 Siva keys left in inventory.
https://www.bungie.net/en/Legend/PGCR?instanceId=5815466692&characterId=2305843009215008870
Strike Run: Blighted Chalice. Opened Chest at the end with Skeleton Key
https://www.bungie.net/en/Legend/PGCR?instanceId=5815787072&characterId=2305843009215008870
Strike run: Dust palace (solo). Opened the chest using skeleton key.
https://www.bungie.net/en/Legend/PGCR?instanceId=5815891270&characterId=2305843009215008870
Came back later to finish raid. Siva fragments gone.
https://www.bungie.net/en/Legend/PGCR?instanceId=5816824915&characterId=2305843009215008870
Problem: Siva Key fragments dissapeared from my player inventory.
Platform: Xbox One
Bungie,
This morning I got to Aksis phase 2 in WotM raid. I left and I had 35 fragments in my Warlock inventory. Then they simply vanished.
More info: After leaving the raid, I checked my inventory and sure enough I had the 35 fragments. I prefer to use fragments instead of "cashing" them into keys as this is easier to transfer between characters. I then proceeded to play 2 strikes, the Blight-less Chalice and Dust palace and I used 2 Skeleton keys, one on each. I got gear from those encounters that I transferred to my 2 other characters and I left the game.
Later I logged back in to finish Aksis and, to my surprise, no fragments were to be found in my Warlock inventory. I checked my tower vault and nothing was there. I used both the DIM Chrome extension as well as me flying to the tower and confirming no keys were in the vault. None of my other characters have the fragments.
I got 3 new fragments and can confirm you simply cannot delete those by accidentally pressing any combination of buttons (X for using in Xbox,m for example).
Can you please look into this? I have seen a few reports in Reddit about this problem happening to others.