--snip--
Make sure your Armony wallet sychronized with the blockchain.
I guess this is the issue here... @OP: there is no technical need that requires your wallet to have been online (not even once). It's not like a wallet needs to activate or register... There are types of wallets that are designed to be run 100% offline forever, you transfer unsigned/signed transactions between the offline machine and a machine that's connected trough the internet via (for example) an usb stick.
In short, just by following your story, it looks like you created a new wallet, generated an address, this address got funded, but your wallet isn't synchronised... This way, your wallet will now know the address is funded (it IS funded, your wallet just doesn't know since it isn't in sync).
AFAIK, armory is using bitcoind (or a fork of bitcoind) in the background (or at least, it used to when i last used it several years ago). This means a full synchronization might take several days, and it'll use several hundred gigs of bandwith and diskspace. If you don't have the time or resources, there's always the option to export your private key from armory and import it into electrum (electrum is an SPV wallet, wallets of this type do not need to download, store and parse the complete blockchain).
Unless you did something really weird, or downloaded a fake wallet, or run on an infected pc, your funds are not gone... Just make sure you keep a backup saved away and your funds should be safe... Maybe you cannot access them right now, but they're there.