I got a random roll Rain of Fire from Xur using my cipher, see imgur file for stats. It was an upgrade to my current roll so I made a new loadout (see image 2) and logged off. Logging on later in the day I could not find it (see images 3 and 4, but I have also checked the vault ingame and my other characters just in case).
The web app you're seeing in image 1 is a vault cleaner, however I did not dismantle it, it is just the only surviving evidence of these boots that I have, as I was preparing to clean my vault when I noticed it was missing.
This is not a rollback as my exotic cipher is consumed, I don't have the quest anymore, and it says both my engrams are claimed from Xur.