I did not claim most of the items from season of undying on my titan and I am unable to claim them even though I paid for it and completed it on my other characters. Im mostly trying to get the armor ornaments because they looked really good on the titan. On bungie.net, you can only claim items from the previous season so season of the dawn is the only one that comes up because it was the previous season
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Season rewards can be collected during the season and then for one season after it ends. So currently rewards can be collected from the current Season of the Worthy and the previous season Season of Dawn. There is currently no way to collect rewards prior to the one previous season.
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Bungie currently only allows you to reclaim rewards one season back. This gives you 6 months from the start of the previous season to the end of the current one to claim rewards.