Missing Items...

So I was gifted a Kingly Whisker a couple days after my wedding by a friend, and not knowing what to do with it (I've only been playing for about 3 months or so now) I put it in my retainer. Flash forward to yesterday, I've been getting a lot more into glamour clothes/weapons and I find out that Kingly Whisker is a key mat to making a weapon I really wanted. Go to the inventory to find that it's just....gone. Nothing at all.
I contact SE support and although they were fast in replying, they can't help me because I lost the item over a week ago....
It's not what I lost that bothers me too much (okay maybe a little, that item is RARE) but I thought retainers were 100% safe.

Will be doing GARUDA/KING MOG EX synced runs all week for those stupid mats, if anyone wants to join me x.x

You say that you went to your retainer's inventory, but have you tried the "Search for Item" command? You can look the item up on the market board (or have someone link it to you), right click the item, and hit "Search for Item". It'll tell you how many you have and on what retainer, including which slot in their tab it's on. It's possible that you could have overlooked it? I do that all the time myself when I was sure I had at least a few... "Search for Item" usually helps me find it again.