I just had the same problem to me, but there is one thing I noticed (incoming wall of text, I'm documenting everything that occured because it could be important. There will pictures at the bottom of this post as well). Everything was fine, and while I was waiting in a friend's private server, I changed the setting for Lense Flares from ON to OFF, which requires a restart. Once I had restarted and rejoined the server, I noticed that my inventory was empty of the three gun skins that I have, and the KF2 in-game store was also empty of content as well. This understandably frustrated me, but I waited till my and my friends beat the map (Farmhouse HoE) and quickly changed the setting back to ON. This still didn't fix it. I then tried a solo offline game, and I was able to purchase a flamethrower, and there my skin was on the gun, despite still not showing up in my inventory in-game. I read here in this thread that restarting Steam fixed the problem. I did so, and there my items sat after getting back into the game.
Picture Order:
1 - Me looking at my items before I switched the setting off.
2 - Me looking at my inventory afterwards.
3 - looking at the store afterwards.
4 - Me looking at my inventory after restarting Steam.
Bad glitch, plz fix Tripwire.
P.S. Keep up the good work, loving your game all the way.