I've been having this problem for awhile, where I buy something from a vender and it will say not collected even if its in my bags and I know I have it. Its happened a lot of with brewfest vender and now with the islands exp vender and the one with the screen shot. Thanks.

Things to try:

1. Try shift-clicking the minimap icon or the ATT window to force a refresh.
2. Items you buy from a vendor has a timer in which you can resell the item for a refund. That timer need to expire before it will be marked as collected a lot of the time. If you don't want to wait for the timer you can try to market the transmog as favourite or enchant the item with a low level enchant(cheaper) to remove the timer so you don't have to wait.
3. Some brewfest items might be very buggy(on Blizzard's part, nothing ATT can do about it) so you'll have to force-refresh several times and even log out inbetween the refreshes to hope the game will cache them as collected.

Items purchased from Vendors usually have a timer. While that timer is active, you are "renting" the appearance. Until the timer goes away, you do not have the appearance unlocked. You can Manually Refresh your Collection by Shift+Left Clicking the ATT Minimap Button or Header. You can prevent this from happening in the future by causing the timer to go away.

Hm, that's weird, you are saying Shift+Left click opens ATT settings? It opens from Right click by default. If you are doing Shift+Right click it just opens settings, yes, without refreshing collection.