I realise this is an issue affecting a huge amount of players however thought it was best to register my problem on here too. I pre ordered rise through Game (UK) and have yet to receive my Gjallarwing through my post master. If any Bungie employee could contact me with a solution that would be fantastic, with this being such a widely experienced issue i'm hoping a solution has been found by now.
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I'm in the same boat as you, but I bought it through Amazon UK who also stated that Gjallarwing was a pre-order bonus. When I got in touch with Amazon UK, they basically fobbed me off and told me to get in touch with Activision... who told me check the site for answers...