This sounds like a silly question, but I will indulge you.

First, how do you now you haven't got the reward?

Did you look to check how many you had before, and then again afterwards?

Finally,if you got to level 39, which you will have had to have done in order to attack level 40,you should already know that ,after completing, i.e. winning the  attack,you have to  claim the reward in order to get it, 

Maybe you did this and didn't realise that you had claimed it? 

After seeing YouTube video; I saw people getting a notification pop up icon just after successfully destroying a paladin cohort but sadly I confirm I did not get these pop up icons that helps you claim your rewards. I looked every where, under my items and also under standard tasks but no where I can find my rewards. Trust me I never claimed any of my rewards without knowing. I destroyed 5 paladin Cohorts from level 36 to level 40 but did not find these pop up clickable icons where you claim your rewards like shown in youtube video. This experience I got over 1+ year ago when I last destroyed a paladin cohort successfully I remember claiming my rewards back then by clicking on the pop up icons easily but this did not happen to me this time. I am already in contact with plarium support this is a bug and they will help me out hopefully as I gave them all info and battle reports screenshots as well. 

The problem with those videos is,as they keep updating the game and change things around the video information may be out of date, or possibly not applicable to the format you use to play the game.

On a pc, and it could be the same for everyone.

Open global view , 

Click on the flaming helmet on the left hand side of the screen.

This opens another way to both attack  the cohorts and claim the rewards.

Support told me to claim rewards by going to global view and clicking on the flaming helmet just like you did. I did just that and claimed all my rewards thanks for helping me out. My issue has been resolved successfully. 

Where do I get a guide for a guide to build gear for a Killer level 2 attack gear?  

Post in your language.

Bit of a different subject to the heading. lol

Anyway:

All gear that can be upgraded have an arrow next to them. Once you have that gear then clicking on the Upgrade button tells you what items and how many of each you need. If you have enough it tells you a) how many helheim fire you need and b) % chance of success.

Hope this helps.