ANY time you die, the first thing you should always do is open the map and MARK the death location (double click map to add icon) even though the default death icon should be there, mark the map with your OWN marker.. If you die again (before you recover your gear) the original death marker will disappear and move to the new death spot, (which makes you lose track of where to get your gear back). IF you have marked your map yourself, you will still have the original location, if you happen to die on the way back to get your gear.

I know this doesn't help AFTER you have lost your death location, but for future reference... Mark your map when you die.