Where is my 4 year old Frostmourne progression character?

Hello, I am a returning player that had the bad luck of finding out that my character that I had on the progression realm that was on 3-4 years ago named Frostmourne. I had a nicely geared demo lock that I've been raiding with and gave up because of RL getting busy for me at the time. Now I logged in ICC realm with the hope that I'll find it there but with no luck. Why is that? I thought once the progression ends the characters created and fully geared with good equipment get transfered, or so I thought.

You had the option available to transfer characters. It wasn't automatic.
If you didn't, it's long gone. You had one whole year to do it, after that those that weren't transferred were considered abandoned and removed.

Even if I had bought items with real money? That is really uncool.

You can open a Support ticket and they might refund you any Coin that you directly donated for, but the character is gone.