Same boat, claimed my rewards yesterday after I installed the new game update but the rewards never appeared at Holiday.
I checked my account linking but is still linked.
This issue would be the reason I've been unable to redeem the rewards for a month or more.
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(Copy pasta from a reply I sent to someone else in this same post) My friends and I did some more research last night and discovered that re-linking the Twitch account may be what breaks the linking in the first place. When I went to my Account Linking page, I found that my Twitch account was properly linked, but when I scrolled down to the "Authorized Applications" section, the Prime Gaming application was Revoked. I had to reconnect my Prime Gaming using a [url=https://twitch.amazon.com/tp/oauth/start/bungie?overwrite=true&redirectUrl=https://twitch.amazon.com/prime/loot/destiny2]re-link URL[/url] that I found in in another forum post. After reconnecting, my Prime Gaming started showing as Active under the Authorized Applications, but any Prime loot that I claimed while it was revoked seems to be lost. I contacted Amazon Prime Gaming support to see if they could help, and they told me that the loot bundles were appearing as "PENDING_FULFILLMENT" on their end but is basically lost in transition between Amazon & Bungie so they cannot do anything about it, but that as long as the Prime Gaming Application is active, future claims should be fixed. I guess I won't find out until next month, but hopefully the link works for you!