Transmog Thunderfury blessed blade of the windseeker as your main hand and set that character as a favorite when you log out. If it’s like my paladin, it will be worn on the hip in the warband camp character select screen and clip through the ground. When you log in you’ll have 2 thunderfuries, one on your back you can draw and one on your hip that doesn’t go away unless you transmog to another weapon and transmog back, but will return once you go to the login screen again.
Please fix the way weapons are shown on the warband screen to match the way they are worn in game and fix this visual error.
EDIT:
Just wanted to say, even though this wasn’t in the “known issues” list and even though it didn’t make it into any “patch notes” for today, I noticed you finally fixed this with today’s changes. Kudos. Now if only some of the 2+ year old bugs could get fixed too.