Unfortunately this is a bug with Head of Wrath, so you're not missing anything (except your Block Bufffs)

What's the bug, specifically?

Can I get my books back please?

And can I be the first to complain that I did not get spider tournament compensation 

Blocks Buffs from Ukko not being placed on Wrath.

To be more specific: it's a bag with game mechanic and Ukko's skill. Ukko places his debuffs only if after his attack there are no active bonuses on the target. However, those stacks do count as a bonus for some reason(maybe it was planned like this). Take Candraphon and hit Head of Wrath with A1, there will be 2 hits. Same goes for Fire Knigh, Scarab King and Gryphon. We might get a better answer from Plarium on whether or not it is intensional.

You complained far too late to the be the first.

Gonna have to get up preeettttyyyy early in the morning to be the first to complain.

Also, Ukko not placing block buffs on Wrath is not as intended and will be fixed in the next update.

I must have gone back to champions 5x checking to see if I really fully booked... at least explains some of ukko sucking in hydra... I did lose twice to some interesting ukko comps in tag.  He certainly adds an additional rng element to defenses.

Quinn, do you know if this fix will be specific to Wrath, or if it will address other locations as well? like as vlad above indicated, FK, Scarab, and Griffon?

As far as I understand it, the only stacks currently misbehaving with Ukko is Wrath.

Is there something you've seen I should report?

Not personally, no. Just basing it on his previous comment.