@jgravois withoutExceptionHandling() is going to have no affect on a unit test. You would use that on a feature test where you are making a request to the application and want to disable exception handling in order to see the underlying error instead of the exception.
Now that is cleared up. The first thing I notice is you're getting a collection, but treating it like a single model.
Consignment::with('bands')->whereConsignmentCode('FIXED')->get(); // collection
So, when you access bands on $con, you are trying to access a property on the collection, and getting the error.
Changing get() to first() would retrieve a single model, and then your test should work.