Your Warlock hasn't done First Contact on Legendary. Your Titan hasn't done any of the missions on Legendary. Your Hunter has done First Contact and Under Siege on Legendary but is missing the other 6. To claim a specific classes Exotic from Nimbus for completing the Legendary campaign, all 8 missions must be done on it - once you complete First Contact, you should get the Exotic from Nimbus. You may need to restart Destiny 2 before it prompts you. To track it in game, if you select a mission on Legendary and check its modifiers you'll see the ones you haven't completed will have a modifier named 'A Challenge Awaits...' listed.