That is really unfortunate fella. I know of some people who put through orders later on in the day (also in the UK) and did get the Shdaow ARF, I feel for you.
I also went for a Tantive IV which, exactly like you, I have been holding out for an offer before purchasing. I placed my order at 6.30am on the 3rd but had still not had a confirmation email for it by mid morning on the 4th. I had spoken to customer services twice the previous day and they had told me that due to the huge amount of traffic the web site was experiencing, some issues were cropping up. For example some orders were getting very delayed in their system and some were not having the ARF figiure added even though it should have been.
With this in mind I decided to go to the Lego retail store at Westfield in London as I had a day off and it is about a one hour round trip. I'm glad I did because when I finally got home around 2pm my confirmation email was finally waiting, however my Shadow ARF was showing as being on back order. I guess this means I would not have gotten one.
I think it is fair to say that Lego probably under estimated the demand this would cause and were therefore somewhat unprepared. Knowing how excellent there customer service is, hopefully this is something they will be very keen to avoid in the future.
Jamzee, it might be worth a polite follow call to Lego stating how you are aware there were some problems that day and know of people who ordered later in the day than you and did get the free minifig. Maybe they will be able to find you one hidden away somewhere?