I lost my freakin' Holy Avenger once...here's how it happened...
If a foe casts fear upon you...some types cause you to drop items. You may drop and item and never even know it if you don't think to look. My guess is that with demons...that's probably what happened.
I also found that some items got switched around between party members when a couple of them were imprisoned. I'm not sure why, but it happened.
Container in the Pocket Plane are supposed to be perfectly safe.
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Now where did I leave that doughnut?!