Twilight Collection
Generally speaking, you usually don’t need to keep the physical items. Frequently, the item will even say (paraphrase) “only needed for a collection” (although, due to ANet Consistency™, some junk items do not say that nor do they have a sell value, so you have to manually delete them).
What I do is shift-click the item (so it appears in chat) and then prepend with /wiki, so it looks like…
/wiki Indigo Mushroom
Then I read up to see if that item needs to be used, crafted, transformed, etc. If the wiki doesn’t offer a use for it, I delete it.
If you accidentally delete an item you need later, you can return to the legendary NPC in LA; he will usually replace it. As a final backup, you can create a support ticket; Customer Service is really good at helping out with stuff like that.
When I did HOPE, there were a bunch of trophies that I did not actually receive, just given credit for. I expect yours is working the same way.
Not every collection item is a physical item. This is one instance of that so there’s nothing for you to worry about.