Shaders had to be in your inventory or vault at some point after Warmind to be added to your Collections.
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I have friends that were able to retrieve items from their collections that they did not have possession of in any way, shape or form. Including the vault. For example, Trials gear and Raid gear. They had forgotten about them entirely until they saw them listed on the collections tab and at that point retrieved them. This presents an inconsistency with the game's mechanics.