After completing Ch2 of the Season 25 journey went to claim Haedrig gift from mailbox. Clicked on the ‘claim to inventory’ button and mail disappeared but no gift in inventory. Inventory was not full. I have since completed Ch3 and Ch4 of the Season 25 journey and have successfully claimed the other 2 gifts but missing the first one for Ch2.
A common mistake that people make is clicking the trash button instead of the claim button.
Not sure if that is what happened here, but it happens.