When you get a gift from another member of your rally, it goes DIRECTLY TO YOUR GIFT BOX when they purchase it. It is ALREADY in your gift box before you are notified. You can see what you already received by opening the chests, which will appear on the left side of your farm. The chests on the left of the farm are more like "receipts" to show you what was already delivered. In that case you may have already used the items and not been aware of it!
If you're positive they're missing, just give it a little bit to show up - there have been players for whom it lagged a little, but there's no issue with the items actually ending up delivered to the gift box, so rest assured you will get, or have already received your items!