Warbands are confusing. No doubt about that. But OTOH I’m not sure what you are saying, exactly.
You haven’t lost Legion progress
nor BfA
Characters in Warbands don’t share EVERYTHING - ALL progress.
If you are bringing a new character into Legion, that character still has to go through the Class Hall introductory quests and the weapon scenarios for the Artefacts.
Since you have already unlocked Legion World Quests, your alt should be able to do them, but it still has to go to Khadgar to pick up the Whistle and open the WQ.
Similarly, a new alt won’t get the Heart automatically dropped into their bags, or see Uldum and Vale in their corrupted phase. That new alt has to work through the story to get there. (Though there is a thing about the alt being able to switch phase by talking to Zidormi once the alt has outlevelled the original levels of the expansion.)
“the quests show that my warband have already completed every single quest”. Yeah, I have no explanation for what the devs were on about there. I find that REALLY annoying! SO WHAT if my Mage did this quest 5 years ago? If I’m coming throughnow on a levelling Druid, why do I want to know about what my Mage did in 2018? Why are they even telling me that??
Urchhhh. That one really gets me annoyed. WTB an addon to remove that annoying line from EVERYWHERE.
The Warband system really doesn’t do anything about quests, gear, quest progress for each individual character, and it seems tome that you are expecting it to. No, It doesn’t. The character you played BfA on will still have BfA gear, but any new characters just play through as normal, though they may take advantage of SOME - it’s not very consistent - unlocks from your previous characters.
Reading that back, it doesn’t seem any more coherent than your question.
In general, when questing in ANY expansion, just assume that the Warband system does nothing.