Have I lost the bitcoin that was already sent?? Will it be returned to my other wallet or is it gone forever??
If you have used the correct address, your bitcoins are not lost.
You can enter your address into a blockchain explorer (e.g.
blockchain.info) and check whether the transaction went through successfully (1+ Confirmation).
Make sure that you have a backup of your wallet file / seed / private keys. This will ensure that you will always be able to access your coins (with or without armory).