Hey there,
Are you sure you have done the Rise of Iron campaign on your Warlock entirely? Completing "The Iron Tomb" mission should grant you access to the next step.
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Replayed them all. Next step is not unlocked. Went and checked on the helmet locations, Siva fragments, and missions. I'll retry tomorrow, but this issue has not resolved itself ever no matter how many times I have tried. Is there a corresponding bungie reply to look into this? I can't locate one about that.