Have you checked your Vault while in-game? When using the app to move items, the system will move the item from the first character into the vault, and then from the vault to the second character. If the target character does not have enough space, or the transfer gets interrupted, then the item will simply remain in the vault.
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I have. I restarted the game, checked my vault, then logged onto each character and checked. The weapon was locked and my favorite I wouldn't have accidentally dismantled it.