If you have brought the Destiny Digital Guardian Edition and haven't got your in game content etc the trick that works for most people is to Restore your licences and this should solve it.
If you are missing the emblems and shaders from redeeming them on Bungie.net go back to them and re-enable them as this has worked for me.
For the Vanguard Armory it is on the way to the ship right.
As for the exclusive Playstation weapons and and armour they are to be loot drops on the exclusive strike Dust Palace.
Hope this helps
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How about not receiving vanguard dlc code phamlet in box after pre order as I did...