I have similar issues. I have completed all three sets and completed all three solstice quests as well. I received 1 momento out of 3. My inventory was empty of momentos from the beginning so no reason for it not to drop. The in game messaging states "Solstice Keepsake earned by inbuing a full set of Lustrous armor with incandescent ingots or by completing portal activities while a solstice modifier is active. " I understand that the activities is RNG and probably associated with rank and maybe score. The completing of the armor set is not RNG, its earned. Bungie either needs to correct this or the community will loose more trust in their messaging. I tried to open a ticket on the first time the glitch occurred when the momento did not drop. I will report the issue again but I am not sure Bungie will resolve. They should just give us the shader. That would be the honorable thing to do especially with the low drop rates. I have completed tons of activities and zero drops. We have played the game and dedicated the time to completing the armor sets, they need to give us the momento or shader. Momento not dropping is either a glitch / bug or an empty promise.

I've gotten 3 total so far. They do drop but it's absurdly rare