Shift-Looting with full inventory and something in off-hand will make you lose the first item in your hotbar
I have had this happen twice now, but wasn't sure what was happening until the second time.
If you had both a full inventory and have something in your offhand (in my case, a shield) at time of death, Shift-Looting your grave chest isn't able to load everything from its inventory. The shield gets put into normal inventory and one or more items get left in the chest. When this happens, the compass "reappears" and overwrites whatever object was in the first hotbar slot. In my case, it was enchanted swords. Relogging did not make the swords appear in inventory, they were completely lost.
To get around this happening, I need to right-click loot the chest, take out the armor and shield and wear them, and then shift-click the chest, which loads the inventory the way it had been before. If there is a way to have the grave-chest automatically 'equip' whatever was in the off-hand before trying to load the main inventory and hotbar, that would fix the issue.