If you registered the game on your account as the collector's edition, you should have received an in-game mail with the items.Yup, there's nothing.
Could I have deleted the mail without taking the items?
First, check your mounts and minions list to see if you might have already used the items to unlock the mount and minion but forgot about it. Check your mog mail item history to see if you might have picked up the items.
If they aren't there, check Mogstation to see if you did register collector's edition.
If you did, then try contacting in-game support GMs to see if the mog mail was never sent.
Edit: I guess this is for tenchir and the other horribles
https://gfycat.com/AdmiredUnknownAmoeba