LwMark, without factual evidence you purchased the hat, they can't give you it. It's against the rules.
If they did allow it, that means they would have to give everyone any items they claimed to have own or else it would be unfair, your guild mates also don't count as evidence because again it's pretty simple for you to get your friends to vouch for you if need be.
Now I'm not saying you are lying about this and you most likely did buy the hat but you have no real evidence.
maybe you should take screenshots of your stuff in case it happens again
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Follow his advice, better to be safe than sorry.