Done heroic menagerie twice on my warlock and both times the sword didnt drop? I got gold tusk and throne cleaver on the first runs for hunter and titan but for some reason death's razor isnt dropping on my lock
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The first completion on the account is a guaranteed drop for whichever character you used. After that it is RNG. You were lucky to get it first time on the second character as there is no such guarantee there, nor for the third. You'll just have to keep farming for it.