Where are season rewards?

Played the campaing last season and I am looking foor the set items, so I can play with better gear on higher difficulty this season.
But the reward for last season are not in mail?
Also cant find the switch exclusive items

Last season? You meant S20 or S21? S21 is still live, not ended as planned. Dev is looking into the problem.

Rewards are not sent at season end, but at the time you got the achievements.

Cosmetic rewards go into your collection automatically.
Unlike PC version, Haedrig’s gifts are NOT sent by mail on Console version. You claim them on the seasonal journey screen instead.

On PC version, Haedrig’s gift has expiry date of 30 days. I guess Console version has the same expiration date. If you done chapters 1-4 more than 30 days ago, the gifts are likely purged by now.

Because the free set is supposed to help you completing the journey. It is supposed to be claimed and used in season.

You can claim the gifts in season, but not opening them until season rolled over if you wish. But I don’t know why people do it.

Don’t know what you are talking about. No such thing that I know.
Most (almost all) quests of the seasonal journey are done in adventure mode. Only one conquest requires doing in campaign and that conquest doesn’t always on seasonal journey; and it doesn’t has any reward itself.

I think you have many misunderstanding of the season. Suggest you to do some research.