I just made a post about this as well thinking that this had to do with Covenant switching or the fact that I had the House Renethal Ceremonial Dagger cosmetic completely disappear from my collection and that is what my daggers were transmogged to.
I agree, buying a new weapon is completely not an acceptable option. I’ve been wracking my brain trying to figure out why I can’t transmog my PvP daggers to something else, but now this confirms what is going on. I was Venthyr and just recently switched to Kyrian. I hope this gets fixed. I have a ticket in too. And they can’t just refund me conquest either because one dagger was from the GV and it has leech on it, so they’d need to just issue me a new dagger.
https://us.forums.blizzard.com/en/wow/t/cannot-transmog-my-pvp-daggers-into-any-appearance/802676