stowiki says "at the console (north of Commander Ragen) along the east wall of the Barracks". I searched again and again for my orion KDF. NOTHING! I'm lifetime and I got it for my main toon in fed side (in esd). Once again it's broken for klings. No doubt about!
I just made a new character to check this for myself, I was able to claim the fireworks device. I took a screenie with my map open to show where the console is so if it doesn't work for you it is most likely a bug.
i too am having difficulty claiming my fireworks... all three kdf toon can not claim,,, but both fed toons have.... ii have no suggestions other than filling out a ticket... hopefully somebody responds.. lol