After turning in the quest “The Final Pieces” my two different missives that were in my bags have disappeared and now I can’t craft my legendary unless I buy more of them. I thought the quest would not consume them?
Obviously, I had to have both missives to be able to turn the quest in so where did they go???
I have this exact same problem! Got credit for having them, turned in The Final Pieces quest, got credit for completing the quest. Now my missives are nowhere to be found. 
I tried the Restoration page, but the missives didn’t show up there. Put a ticket in to Blizzard yesterday, waiting on their respsonse.
Can confirm the quest shouldn’t consume them as it didn’t for me. Hope this gets resolved
I completed the quest and still had the missives in my bag. I hope that Blizzard restores them for you!
So funny story - I did have the missives the whole time. It took a GM answering my ticket to point out to me that the missives were in the Reagent part of my bank! They clearly went there when I mindlessly clicked the “Deposit Reagents” button and then went on my merry way. Never thought to look there on my searches. I had in my mind that anything crafted by a player would not be considered a reagent. Obviously not true!