It is a known glitch. Blizzard is working on correcting it (and the other disappearing transmogs ), but no timeframe has been given as of yet for when it will be corrected.
There is a Known Bug that our QA teams have been attempting to reproduce but have so far been unable to get it to happen in testing.
Occasionally, transmogs awarded from shop purchases or promotions will disappear from your collection. In some cases, only the full set UI disappears but you can still find the individual items in your collection. In other cases, everything is missing for a period of time.
These do reappear on their own, and with no need to make any changes to your game settings/files. It’s very random and that has contributed to the difficulty for QA to reproduce it. Every time they check, they’re unable to get stuff to vanish
Sorry for the trouble, but sit tight - it should reappear on its own.
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