I just went to transfer a gun to my other character and it’s now completely disappeared, not in vault or anything :(
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Use DIM. It's much better and easier to search for weapons across all characters and vault.
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Hello. What weapon were you trying to move? You can check your [url=https://www.bungie.net/7/en/User/Account/AppHistory]App History[/url] in your Bungie account settings to see where your weapon ended up.