So I have done all the quest form DK quest line up to Stormwind and did not get the mount. When I log on into the game I see notification above a collection icon that there is something new. However there is not. I cant see the mount in collection at all as it doesn`t exist.
I wrote a ticket to blizzard but it will be awhile when they replay. If anyone have had similar situation please share how you dealt with it.
Thanks.
It should be in your mount tab as a gift to unwrap.
If you are seeing the icon saying you have something new then it should be right at the top of your list of mounts ready to unwrap.
If you donβt see the gift box try closing the game, restarting bnet and trying again to see if it appears.
There is no gift in my collection. I have tried all of the above but nothing worked. It has been like this for few days now.
There is a notification but nothing in my collection. I cant even find a mount itself in a tab.
Try doing another quest in wrath classic after the hand in to thrall.
[Resolved] Just needed to check everything in filter menu. Everything is fine.
I just solved it. Thanks for your help)
Glad you sorted it, I forget sometimes the simplest fixes like filters are often the causes 
This 
The Filters in the Collections can indeed cause this, for this one it would likely have been filtering out Source - Promotion.
Recently we added in a quick reset for those Filters though to get them back to basics so if you run into something like this again couple quick clicks and you should see everything as it should appear 