I actually e-mailed Amazon and got a response from them. Here's what they said:

Amazon Your Account Amazon.com Message From Customer Service Hello Daniel,

I'm sorry to hear that you haven't received the Pre-Order bonus 'Gjallarwing sparrow'.

I've checked all the details and see that the Pre-order doesn't come with "Gjallarwing sparrow". This pre order will give access to "Iron Gjallarhorn" and not "Gjallarwing sparrow".

This information is provided on the product detail page below:

https://www.amazon.com/dp/B01GU89H6I

*Access to Iron Gjallarhorn starting 09.20.16. Can be attained by pre-ordering Destiny: Rise of Iron and completing the in-game quest. See www.destinythegame.com for additional details. Iron Gjallarhorn not exclusive to any retailer or platform. Subject to availability.

The problem that people had was that for a few months they were advertising the launcher & sparrow. They even had posted a video (that Bungie made) showcasing both items on the pre-order page.

Either way, I'm glad that Amazon and Bungie made it right.

Yep, that's exactly what I bought. Here's the link from my order page: https://www.amazon.com/gp/product/B01GU89H6I/ref=oh_aui_d_detailpage_o00_?ie=UTF8&psc=1

I ordered it very late on Monday too.