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.