Items were distributed to the visiphone, I believe, with a time limit to collect them. If they weren't collected in time they would have disappeared from the visiphone list.
The Photon Halo accessories were ticket items - if a character used those, they are registered to that character. You could use the Fashion menu or the Salon to see if they are on your accessories list.
The Dreamcast mag device changes the appearance of one mag to Dreamcast. It also registers to the character that used it, allowing them to use a Mag Form Change Pass in the future and change any mag into a Dreamcast without needing another evolution device. It is possible you used the device on a mag, and then used a different evolution device on the same mag. In your Mags menu, select Use Form Change Pass - you don't need to own one, just selecting that option should bring a list of your mag's available forms. If Dreamcast is on there, that's where the pass went.
The confusing thing is your second character vanishing. If it wasn't deleted, was your first character levelled up on Steam after the transfer? There's a possibility the transfer didn't work correctly and you instead created a new character. If so your previous characters and CBT rewards would still be limited to the Microsoft Store version of the game.