Hiya,
I've discovered a bug with the gunsmith orders. Accessing the character menu while talking to the Cryptarch it generates an X command when hovering over your weapon order. The command has no description and is next to the Square dismantle command. In my case this was the R3 icon as I'd locked the weapon order to avoid inadvertently dismantling it. When you press X, either with your order locked or not, it makes the weapon disappear and does not generate the ordered weapon (see video link attached).
As this is the first Armsday I hadn't yet worked out if redeeming orders was a menu function or something to take to the gunsmith, so when I saw the X command I pressed it and poofff!! No weapon order, no weapon!
Please help! I'd like my order very much! Do I really have to wait another week?!
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Just happened to me as well. A response from bungie to at least acknowledge this would be nice.