After completing “The Grateful Dead” quest, i obtained the Macabre Marionette item in my bags.
After using said item, it says in the chat that is was added to my collection, but when i went and searched for it in the pet tab, it doesn’t exist. Tried to scroll down to find it manually, but it is nowhere to be found.
So until / if they ever bother to fix this, I’d suggest you save the item in your bank for now.