Could be a steam cloud-sync issue if you are using the Steam cloud. It's why I keep steam cloud disabled at all times, for all games...had that happen in other games in the past.

Yeah probably cloud sync. I have it disabled, but you could check if there are local backups avilable (can browse them from main menu). There are separete backups for player and world.

Otherwise you can also use console commands to bring up any important items you "lost" this way.

how do i browse the local backups?

I always hit enter, type /save and then logoff to make sure it saves before closing the game.

what they said... plus this very handy link :-)) https://store.steampowered.com/account/remotestorage