I purchased something but it was in the inventory of my character when it died, so I lost it.

Permadeath is the core mechanic of Realm. We will not be able to recover any dead characters or items in their inventories, apologies.

It is good practice to use what you've purchased (if it is an unlockable, like a skin for example) before venturing out into the realms, to prevent things like this happening again in the future.