Hi there. Thanks for your report. Looking over your conversation with Sonic, it looks like you purchased a code for Coldheart from CDKeys but the code is for Blizzard. Due to Destiny 2 switching over to Steam, Destiny 2 Battle.net codes cannot be redeemed there anymore. I suggest asking for a refund since it's impossible for this code to be used now.
Allo there, The code was meant to be used on the console store / blizzard. Pretty sure the code won't work any more as the weapon was for those who pre ordered the game before release and then the weapon was later added to the general loot pool. So you'd have to get lucky with RNG or try the fated engram.