I grinded very hard during season 1-3 of D2 on Xbox. I completed the Leviathan raid multiple times, and went flawless in Trials of the Nine multiple times. I also owned the season pass back then that gave us Coldheart. I am now returning on pc now that I have a few friends on it and its gone f2p so I activated cross save. I realized after going through my collection. I noticed quite a few things that I have owned are not in there, such as Coldheart, Honor of the Nine (my favorite shader), and much of the Leviathan / Trials of the Nine weapons and armor I had obtained. This is annoying because on my titan I literally have Honor of the Nine shaders equipped on some of my armor, but it won't let me craft anymore. I tried to go on my Xbox to see if it would fix the issue for some reason, but it did not.
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The items needed to be in your inventory (i.e. shaders equipped on guns/armor aren’t considered part of inventory) when warmind released & collections started in order to be tracked by collections. So you’ll need to earn those raid shaders again (the trials gear/shaders from year1 are gone for good unless Bungie brings them back).