Nearly everytime a wealthy Merchants has visited my keep peddeling a rare item I've bought it. Does anyone know where those items go? This has been a major waste of copper. They aren't in any of my characters inventories. They aren't in my stash? If they go somewhere else doesnt anyone know where!?

The Great Hall treasure chest, maybe? That's the usual place items from Stronghold-related events end up.

But where is this chest? I never found it...

In the room to the right (your right, as you're facing it) of the talking throne. Bottom right of this picture.

I know that chest, but apart from some plants etc. it's empty. I completed many "adventures" and was notified that "a legendary item" is waiting for me, but I never found any item. I've also never had any visiting merchants :(

I dunno. my items showed up in that chest. in the great hall...bottom right. there is a merchant standing in the room too just to make sure you're at the right place... good luck.

Is your keep fully updated? You probably need the Merchants Stalls and your Main Keep to get Merchants, but THAT is where all the items end up. Visiting Merchants are just Visiting Lords that have unique items that they're trying to sell. They stay for very short periods of time, so if your away on a mission its very possible to miss it. They are rare. I think I've had 4 or 5 in 35 hours of play.

But the chest that holds all of your bonatical garden stuffz is the correct chest.