Also look at licenses and key activations.2. On steam go into your account details then hit view purchase history and see if it is there. I am going to assume you used something like a paypal or a credit card and not like steam wallet to make the purchase and say contacting support would probably yield the best results but I will suggest what I would do in that case just to investigate on my own and have some evidence in case steam needs it like my receipt of purchase. Options 1-3 you should be able to get support for and resolve either through steam or the legitimate reseller you purchased from so not all is lost and far from it. Purchased from a grey market and had key revoked due to the key initially being stolen or bought using a stolen credit card and then sold to you and had it revoked for something you didn't do minus using a shady site in which case your money is probably gone and is why these are use at your own risk. humble and didn't redeem the key like you thought you had.4. Purchased from a legitimate key reseller e.g. Seen this a few times where you have a second account with a similar name and didn't catch it when making the purchase.3. Purchased it for a second account you were logged into that didn't notice.
Payment failed to process or was denied somewhere in the process resulting in the game never showing up or being taken away for not having processed.2. So I would say usually when this happens there are a few possibilities that come to mind.