What happened to immortal item of Dota 2's sixth compendium goal?

No one has it yet. It hasn't been announced yet. They needed to wait to confirm that the goal would actually be reached first before working on it, and now that it has, it'll probably come in one one of the next couple of updates. My guess is the last one right before TI3, but like I said, that's just a guess. Stay tuned.

It just took a while is all. It was finally added in the July 26th, 2013 update. All players who bought a Compendium should now get a copy of The Immortal Reliquary, which will give a random Immortal item out of five newly-created items when used.

The possible items seem to be:

• Whalehook, a Pudge hook
• Scree'auk's Talon, a Vengeful Spirit blade
• Mace of the Chosen, an Abaddon mace
• Cauldron of Xahryx, a Lone Druid cauldron
• Leviathan Whale Blade, a Kunkka sword