Not since the 1850's, when the Earl of Derby had a few in his private collection.
The central point as far as I can see with all three of the suggested species is that just because only the Amazon World individual was spotted whilst it survived, and thus we only know about that collection having a pygmy possum, it doesn't mean none went elsewhere and died before anyone learnt about them. This is equally true for all three species, so the fact we only know Amazon World had a pygmy possum doesn't rule out the Burramys in particular.
As for the second point which Chlidonias seems to be implying, that Amazon World is not a collection which one would expect something unusual to arrive at....
...do remember that until recently sending them to another collection Amazon World was the only place in the UK with several species like Guyana Toucanet and Green Aracari, also holding what were the only Mountain Paca in Europe for many years until their recent deaths, and are currently the only collection outside the native range with Plate-billed mountain toucan!
Looking at photographs of the two alternative species suggested, and going by my memory of the photo I saw a fortnight ago, and my first-hand recent experience of the quality of the signage at the collection in question, I'm still pretty convinced zoogiraffe is correct in his identification of the species.